+283.5%
APH vs MTSI
+210.8%
+72.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.8% |
| 7D | -2.4% | -10.7% | +8.2% | +1.9% |
| 30D | -9.5% | -29.0% | +19.5% | +3.0% |
| 3M | -7.6% | -14.7% | +7.1% | -3.8% |
| 6M | +12.4% | -20.1% | +32.5% | +17.3% |
| YTD | +17.5% | +36.1% | -18.6% | -4.7% |
| 1Y | +16.4% | +61.7% | -45.3% | -13.0% |
| All | +283.5% | +210.8% | +72.7% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling