-45.2%
APA vs MTSI
+1,308.1%
-1,353.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.7% | -4.1% |
| 7D | +0.5% | +1.4% | -0.8% | +0.1% |
| 30D | +23.4% | +2.1% | +21.3% | +21.6% |
| 3M | +12.7% | -29.7% | +42.4% | +20.7% |
| 6M | +39.4% | +12.5% | +26.9% | +27.7% |
| YTD | +79.0% | +57.0% | +21.9% | +47.4% |
| 1Y | +88.8% | +103.9% | -15.1% | +43.0% |
| 3Y | +6.4% | +223.6% | -217.2% | -33.0% |
| 5Y | +153.0% | +321.6% | -168.6% | +44.6% |
| 10Y | +7.5% | +517.7% | -510.2% | -52.0% |
| All | -45.2% | +1,308.1% | -1,353.3% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling