+137.9%
APO vs MTSI
+320.9%
-183.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.1% | -1.8% |
| 7D | -1.0% | +1.4% | -2.4% | -1.5% |
| 30D | +3.5% | +2.1% | +1.4% | +1.2% |
| 3M | +4.5% | -29.7% | +34.3% | +14.9% |
| 6M | +22.8% | +12.5% | +10.2% | +9.5% |
| YTD | -6.5% | +57.0% | -63.5% | -29.0% |
| 1Y | +0.8% | +103.9% | -103.1% | -33.6% |
| 3Y | +62.0% | +223.6% | -161.6% | -21.6% |
| All | +137.9% | +320.9% | -183.0% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling