+527.5%
APP vs MTSI
+283.1%
+244.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.6% | +9.5% | +6.6% |
| 7D | +4.6% | +10.0% | -5.4% | -0.6% |
| 30D | +56.0% | -20.3% | +76.4% | +67.3% |
| 3M | +30.8% | -24.4% | +55.3% | +38.9% |
| 6M | -9.8% | -39.2% | +29.4% | +1.7% |
| YTD | -39.3% | +35.5% | -74.8% | -64.4% |
| 1Y | -26.4% | +43.0% | -69.5% | -58.5% |
| 3Y | +887.9% | +196.3% | +691.7% | +191.8% |
| 5Y | +264.1% | +210.0% | +54.1% | -3.8% |
| All | +527.5% | +283.1% | +244.4% | +41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling