+82.7%
APO vs MTSI
+209.3%
-126.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +2.0% | +0.9% |
| 7D | +8.1% | -3.8% | +11.9% | +8.6% |
| 30D | +3.4% | -31.4% | +34.8% | +13.7% |
| 3M | -6.6% | -23.8% | +17.1% | -2.3% |
| 6M | -7.1% | -37.1% | +30.0% | +1.0% |
| YTD | -14.1% | +32.2% | -46.4% | -33.4% |
| 1Y | -4.7% | +26.9% | -31.6% | -25.1% |
| 3Y | +51.3% | +193.7% | -142.4% | -27.9% |
| 5Y | +82.7% | +218.0% | -135.3% | -25.0% |
| All | +82.7% | +209.3% | -126.6% | -25.0% |
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