-4.7%
APO vs MTSI
+30.7%
-35.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.5% |
| 7D | +8.1% | -3.8% | +11.9% | +8.1% |
| 30D | +3.4% | -31.4% | +34.8% | +4.4% |
| 3M | -6.6% | -23.8% | +17.1% | -6.2% |
| 6M | -7.1% | -37.1% | +30.0% | -6.3% |
| YTD | -14.1% | +32.2% | -46.4% | -16.9% |
| 1Y | -4.7% | +26.9% | -31.6% | -6.9% |
| All | -4.7% | +30.7% | -35.4% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling