+1,059.7%
APH vs MTSI
+514.0%
+545.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.1% |
| 7D | +5.0% | +1.4% | +3.6% | +4.6% |
| 30D | -3.9% | +2.1% | -6.0% | -4.9% |
| 3M | +13.0% | -29.7% | +42.7% | +23.1% |
| 6M | +25.2% | +12.5% | +12.6% | +18.9% |
| YTD | +22.9% | +57.0% | -34.1% | +6.5% |
| 1Y | +47.8% | +103.9% | -56.1% | +19.0% |
| 3Y | +283.0% | +223.6% | +59.5% | +172.2% |
| 5Y | +349.7% | +321.6% | +28.1% | +196.1% |
| All | +1,059.7% | +514.0% | +545.7% | +506.5% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling