+895.2%
APO vs MTSI
+512.4%
+382.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.0% | -4.3% | +2.4% |
| 7D | +2.3% | +3.5% | -1.2% | +0.7% |
| 30D | +3.0% | -30.3% | +33.3% | +11.1% |
| 3M | -3.7% | -26.0% | +22.3% | +0.9% |
| 6M | -7.5% | -36.1% | +28.6% | -1.2% |
| YTD | -14.5% | +34.3% | -48.8% | -27.7% |
| 1Y | -6.2% | +35.3% | -41.4% | -21.0% |
| 3Y | +51.9% | +217.6% | -165.7% | -3.3% |
| 5Y | +76.5% | +210.1% | -133.6% | +11.0% |
| 10Y | +895.2% | +471.4% | +423.8% | +368.6% |
| All | +895.2% | +512.4% | +382.9% | +368.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling