+528.8%
APP vs MTSI
+279.7%
+249.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.0% | -4.2% | +0.5% |
| 7D | +79.2% | +3.5% | +75.6% | +70.1% |
| 30D | +48.0% | -30.3% | +78.3% | +71.2% |
| 3M | +18.2% | -26.0% | +44.2% | +27.1% |
| 6M | -12.5% | -36.1% | +23.6% | -5.0% |
| YTD | -39.2% | +34.3% | -73.4% | -64.0% |
| 1Y | -33.9% | +35.3% | -69.1% | -60.9% |
| 3Y | +933.3% | +217.6% | +715.6% | +189.1% |
| 5Y | +295.9% | +210.1% | +85.8% | +4.9% |
| All | +528.8% | +279.7% | +249.2% | +42.8% |
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