+268.0%
APH vs MTSI
+153.3%
+114.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.4% | +9.0% | -1.8% |
| 7D | -12.7% | -24.6% | +11.9% | -2.4% |
| 30D | -19.2% | -45.7% | +26.6% | +2.6% |
| 3M | -16.7% | -27.7% | +11.1% | -7.4% |
| 6M | +5.1% | -37.3% | +42.4% | +21.2% |
| YTD | +6.6% | +11.1% | -4.6% | -5.8% |
| 1Y | +3.9% | +27.2% | -23.3% | -13.8% |
| 3Y | +246.0% | +153.7% | +92.4% | +105.1% |
| 5Y | +268.0% | +159.0% | +109.0% | +100.5% |
| All | +268.0% | +153.3% | +114.7% | +100.5% |
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