+451.3%
MTSI vs APD
+185.9%
+265.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +11.8% |
| 7D | -10.0% | -3.7% | -6.3% | -7.7% |
| 30D | -37.2% | +9.6% | -46.8% | -40.9% |
| 3M | -30.1% | +1.6% | -31.7% | -31.3% |
| 6M | -31.9% | +2.2% | -34.1% | -34.0% |
| YTD | +23.2% | +25.9% | -2.7% | +2.8% |
| 1Y | +26.4% | +20.1% | +6.3% | +7.9% |
| 3Y | +186.2% | +12.4% | +173.8% | +143.9% |
| 5Y | +187.0% | +11.1% | +175.9% | +141.6% |
| All | +451.3% | +185.9% | +265.4% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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