+26.9%
MTSI vs APD
+22.2%
+4.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -31.4% | +11.0% | -42.4% | -30.3% |
| 3M | -23.8% | +1.3% | -25.1% | -23.3% |
| 6M | -37.1% | +6.4% | -43.4% | -36.8% |
| YTD | +32.2% | +28.9% | +3.3% | +34.9% |
| 1Y | +26.9% | +23.2% | +3.7% | +29.6% |
| All | +26.9% | +22.2% | +4.7% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling