-37.0%
APP vs MTSI
+38.8%
-75.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.8% | -1.0% | +10.1% |
| 7D | +71.2% | -10.0% | +81.2% | +70.5% |
| 30D | +39.1% | -37.2% | +76.3% | +42.2% |
| 3M | +16.5% | -30.1% | +46.6% | +17.9% |
| 6M | -16.6% | -31.9% | +15.3% | -19.6% |
| YTD | -41.9% | +23.2% | -65.1% | -61.1% |
| 1Y | -37.0% | +26.4% | -63.4% | -58.9% |
| All | -37.0% | +38.8% | -75.8% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling