+316.8%
APP vs MTSI
+284.8%
+32.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.0% | +11.7% | +11.2% |
| 7D | +4.5% | -10.7% | +15.2% | +11.2% |
| 30D | -3.6% | -29.0% | +25.4% | +13.6% |
| 3M | -35.3% | -14.7% | -20.6% | -36.0% |
| 6M | -42.8% | -20.1% | -22.7% | -45.6% |
| YTD | -59.7% | +36.1% | -95.8% | -75.5% |
| 1Y | -55.4% | +61.7% | -117.1% | -76.4% |
| 3Y | +592.0% | +210.7% | +381.3% | +104.6% |
| 5Y | +175.7% | +212.8% | -37.1% | -24.8% |
| All | +316.8% | +284.8% | +32.0% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling