+883.4%
APH vs MTSI
+448.7%
+434.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.8% | -6.7% | +1.1% |
| 7D | -5.9% | -10.0% | +4.0% | -3.4% |
| 30D | -14.8% | -37.2% | +22.4% | -3.7% |
| 3M | -12.4% | -30.1% | +17.6% | -4.4% |
| 6M | +8.1% | -31.9% | +40.0% | +17.1% |
| YTD | +10.9% | +23.2% | -12.2% | +1.7% |
| 1Y | +8.8% | +26.4% | -17.6% | -0.9% |
| 3Y | +262.1% | +186.2% | +75.9% | +165.2% |
| 5Y | +283.1% | +187.0% | +96.1% | +174.4% |
| All | +883.4% | +448.7% | +434.7% | +422.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling