+477.8%
MTSI vs APD
+188.9%
+288.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -3.8% | -0.2% | -3.6% | -3.4% |
| 30D | -31.4% | +11.0% | -42.4% | -35.9% |
| 3M | -23.8% | +2.0% | -25.7% | -25.1% |
| 6M | -37.1% | +7.1% | -44.1% | -40.6% |
| YTD | +32.2% | +29.8% | +2.5% | +8.4% |
| 1Y | +26.9% | +24.0% | +2.9% | +6.3% |
| 3Y | +193.7% | +27.2% | +166.6% | +131.7% |
| 5Y | +218.0% | +12.8% | +205.3% | +166.3% |
| 10Y | +477.8% | +185.0% | +292.7% | +111.9% |
| All | +477.8% | +188.9% | +288.9% | +111.9% |
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