+2,396.5%
APH vs MTSI
+1,120.6%
+1,275.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -5.9% |
| 7D | -2.4% | -10.7% | +8.2% | +0.3% |
| 30D | -9.5% | -29.0% | +19.5% | -1.8% |
| 3M | -7.6% | -14.7% | +7.1% | -5.0% |
| 6M | +12.4% | -20.1% | +32.5% | +16.4% |
| YTD | +17.5% | +36.1% | -18.6% | +6.4% |
| 1Y | +16.4% | +61.7% | -45.3% | +1.1% |
| 3Y | +281.6% | +210.7% | +70.9% | +183.6% |
| 5Y | +317.7% | +212.8% | +104.9% | +204.5% |
| 10Y | +967.8% | +519.2% | +448.6% | +508.9% |
| All | +2,396.5% | +1,120.6% | +1,275.9% | +1,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling