+26.4%
MTSI vs APD
+24.7%
+1.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +10.6% |
| 7D | -10.0% | -3.7% | -6.3% | -10.4% |
| 30D | -37.2% | +9.6% | -46.8% | -36.3% |
| 3M | -30.1% | +1.6% | -31.7% | -29.7% |
| 6M | -31.9% | +2.2% | -34.1% | -31.9% |
| YTD | +23.2% | +25.9% | -2.7% | +25.7% |
| 1Y | +26.4% | +20.1% | +6.3% | +29.3% |
| All | +26.4% | +24.7% | +1.7% | +29.3% |
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