+154.8%
APA vs MTSI
+320.9%
-166.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -3.9% |
| 7D | +0.5% | +1.4% | -0.8% | +0.2% |
| 30D | +23.4% | +2.1% | +21.3% | +21.7% |
| 3M | +12.7% | -29.7% | +42.4% | +20.1% |
| 6M | +39.4% | +12.5% | +26.9% | +26.8% |
| YTD | +79.0% | +57.0% | +21.9% | +44.0% |
| 1Y | +88.8% | +103.9% | -15.1% | +37.3% |
| 3Y | +6.4% | +223.6% | -217.2% | -40.6% |
| All | +154.8% | +320.9% | -166.1% | +13.5% |
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