+653.5%
APP vs MTSI
+224.7%
+428.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.2% | +0.6% |
| 7D | +0.9% | +1.4% | -0.5% | +0.2% |
| 30D | -23.3% | +2.1% | -25.4% | -27.0% |
| 3M | -42.6% | -29.7% | -12.9% | -34.7% |
| 6M | -33.6% | +12.5% | -46.1% | -47.0% |
| YTD | -52.4% | +57.0% | -109.5% | -70.8% |
| 1Y | -35.9% | +103.9% | -139.8% | -68.4% |
| All | +653.5% | +224.7% | +428.8% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling