+122.9%
APH vs MTSI
+320.9%
-198.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.9% | -49.7% | -48.6% |
| 7D | -48.7% | -3.0% | -45.7% | -48.5% |
| 30D | -51.9% | +2.1% | -54.0% | -53.1% |
| 3M | -43.6% | -29.7% | -13.8% | -36.2% |
| 6M | -37.5% | +12.5% | -50.1% | -43.5% |
| YTD | -38.6% | +57.0% | -95.7% | -52.4% |
| 1Y | -26.3% | +103.9% | -130.3% | -49.5% |
| 3Y | +89.2% | +223.6% | -134.4% | +2.7% |
| All | +122.9% | +320.9% | -198.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling