+67.0%
APO vs MTSI
+183.3%
-116.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -3.6% |
| 7D | +0.8% | -10.0% | +10.8% | +3.0% |
| 30D | +1.0% | -37.2% | +38.2% | +14.0% |
| 3M | -8.4% | -30.1% | +21.7% | -1.8% |
| 6M | -9.1% | -31.9% | +22.8% | -5.1% |
| YTD | -18.3% | +23.2% | -41.5% | -35.4% |
| 1Y | -8.0% | +26.4% | -34.4% | -28.4% |
| 3Y | +47.1% | +186.2% | -139.1% | -30.4% |
| All | +67.0% | +183.3% | -116.4% | -28.6% |
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 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