+2,163.6%
APH vs MTSI
+896.6%
+1,267.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -18.4% | +9.0% | -4.7% |
| 7D | -12.7% | -24.6% | +11.9% | -6.5% |
| 30D | -19.2% | -45.7% | +26.6% | -6.3% |
| 3M | -16.7% | -27.7% | +11.1% | -10.7% |
| 6M | +5.1% | -37.3% | +42.4% | +15.6% |
| YTD | +6.6% | +11.1% | -4.6% | +1.4% |
| 1Y | +3.9% | +27.2% | -23.3% | -4.3% |
| 3Y | +246.0% | +153.7% | +92.4% | +170.3% |
| 5Y | +268.0% | +159.0% | +109.0% | +181.2% |
| 10Y | +868.2% | +405.6% | +462.6% | +480.3% |
| All | +2,163.6% | +896.6% | +1,267.0% | +1,106.1% |
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