+39.4%
APA vs MTSI
+10.3%
+29.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -2.7% |
| 7D | +0.5% | +1.4% | -0.8% | +0.8% |
| 30D | +23.4% | +2.1% | +21.3% | +24.0% |
| 3M | +12.7% | -29.7% | +42.4% | +6.9% |
| 6M | +39.4% | +12.5% | +26.9% | +54.9% |
| All | +39.4% | +10.3% | +29.1% | +54.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling