+2,100.1%
APO vs MTSI
+1,338.7%
+761.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -1.9% |
| 7D | +0.1% | +4.9% | -4.8% | -1.1% |
| 30D | +3.9% | -11.6% | +15.5% | +6.5% |
| 3M | +3.8% | -24.1% | +27.8% | +9.1% |
| 6M | +22.3% | +32.4% | -10.1% | +9.6% |
| YTD | -7.8% | +60.4% | -68.2% | -22.3% |
| 1Y | -0.3% | +111.0% | -111.3% | -22.7% |
| 3Y | +57.1% | +246.1% | -189.0% | +4.9% |
| 5Y | +137.0% | +340.3% | -203.3% | +47.9% |
| 10Y | +946.8% | +539.5% | +407.3% | +414.6% |
| All | +2,100.1% | +1,338.7% | +761.3% | +806.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling