+87.8%
APA vs MTSI
+224.5%
-136.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +9.6% | +29.1% | -19.5% | +4.4% |
| 30D | -0.2% | -20.4% | +20.2% | +3.0% |
| 3M | +19.8% | -20.9% | +40.8% | +22.7% |
| 6M | +30.1% | -32.3% | +62.3% | +35.3% |
| YTD | +100.4% | +43.5% | +56.9% | +62.5% |
| 1Y | +105.2% | +43.8% | +61.4% | +65.5% |
| 3Y | +44.6% | +218.8% | -174.1% | -19.4% |
| All | +87.8% | +224.5% | -136.7% | -0.2% |
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