+5.1%
APH vs MTSI
-35.1%
+40.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.4% | +9.0% | -2.9% |
| 7D | -12.7% | -24.6% | +11.9% | -4.1% |
| 30D | -19.2% | -45.7% | +26.6% | -2.2% |
| 3M | -16.7% | -27.7% | +11.1% | -7.8% |
| 6M | +5.1% | -37.3% | +42.4% | +27.8% |
| All | +5.1% | -35.1% | +40.2% | +27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling