+1,123.8%
APH vs MTSI
+1,308.1%
-184.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.9% | -49.7% | -48.3% |
| 7D | -48.7% | -3.0% | -45.7% | -48.6% |
| 30D | -51.9% | +2.1% | -54.0% | -52.6% |
| 3M | -43.6% | -29.7% | -13.8% | -39.3% |
| 6M | -37.5% | +12.5% | -50.1% | -40.5% |
| YTD | -38.6% | +57.0% | -95.7% | -46.3% |
| 1Y | -26.3% | +103.9% | -130.3% | -39.6% |
| 3Y | +89.2% | +223.6% | -134.4% | +38.8% |
| 5Y | +119.8% | +321.6% | -201.7% | +50.6% |
| 10Y | +454.3% | +517.7% | -63.5% | +212.5% |
| All | +1,123.8% | +1,308.1% | -184.3% | +500.1% |
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