+158.2%
MTSI vs APD
+13.4%
+144.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.4% | -17.6% |
| 7D | -24.6% | -0.7% | -23.9% | -24.3% |
| 30D | -45.7% | +10.1% | -55.9% | -47.1% |
| 3M | -27.7% | +4.9% | -32.6% | -28.8% |
| 6M | -37.3% | +2.5% | -39.8% | -38.0% |
| YTD | +11.1% | +27.8% | -16.7% | +1.4% |
| 1Y | +27.2% | +32.9% | -5.7% | +13.7% |
| All | +158.2% | +13.4% | +144.8% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling