+261.6%
APP vs MTSI
+153.3%
+108.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -18.4% | +49.4% | +39.8% |
| 7D | +39.7% | -24.6% | +64.3% | +55.8% |
| 30D | +27.7% | -45.7% | +73.5% | +67.4% |
| 3M | -14.8% | -27.7% | +13.0% | -12.3% |
| 6M | -25.5% | -37.3% | +11.8% | -22.3% |
| YTD | -47.2% | +11.1% | -58.3% | -66.3% |
| 1Y | -42.3% | +27.2% | -69.5% | -67.2% |
| 3Y | +806.8% | +153.7% | +653.1% | +168.7% |
| 5Y | +261.6% | +159.0% | +102.7% | +3.2% |
| All | +261.6% | +153.3% | +108.3% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling