+837.0%
APO vs MTSI
+498.4%
+338.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | +3.5% | +29.1% | -25.6% | -3.3% |
| 30D | +4.4% | -20.4% | +24.8% | +8.7% |
| 3M | -12.1% | -20.9% | +8.8% | -9.5% |
| 6M | -7.2% | -32.3% | +25.0% | -2.5% |
| YTD | -15.1% | +43.5% | -58.6% | -29.5% |
| 1Y | -7.7% | +43.8% | -51.5% | -23.5% |
| 3Y | +49.6% | +218.8% | -169.2% | -4.9% |
| 5Y | +78.3% | +228.3% | -150.1% | +10.2% |
| All | +837.0% | +498.4% | +338.6% | +322.3% |
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