+69.8%
APA vs MTSI
+183.3%
-113.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.8% | -8.2% | +0.6% |
| 7D | -15.5% | -10.0% | -5.5% | -14.2% |
| 30D | +2.4% | -37.2% | +39.6% | +10.6% |
| 3M | +22.8% | -30.1% | +52.8% | +28.5% |
| 6M | +17.9% | -31.9% | +49.8% | +20.8% |
| YTD | +87.7% | +23.2% | +64.5% | +56.5% |
| 1Y | +94.2% | +26.4% | +67.8% | +59.6% |
| 3Y | +27.2% | +186.2% | -158.9% | -28.7% |
| All | +69.8% | +183.3% | -113.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling