+47.7%
APO vs MTSI
+153.8%
-106.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -18.4% | +13.9% | -1.0% |
| 7D | -1.1% | -24.6% | +23.5% | +3.9% |
| 30D | +1.1% | -45.7% | +46.9% | +12.8% |
| 3M | -9.2% | -27.7% | +18.5% | -6.2% |
| 6M | -9.2% | -37.3% | +28.1% | -5.2% |
| YTD | -18.0% | +11.1% | -29.1% | -30.0% |
| 1Y | -10.9% | +27.2% | -38.0% | -28.3% |
| All | +47.7% | +153.8% | -106.1% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling