+826.3%
MTSI vs APD
+427.2%
+399.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.9% | -15.4% | -16.5% |
| 7D | -24.6% | -0.7% | -23.9% | -24.1% |
| 30D | -45.7% | +10.1% | -55.9% | -49.0% |
| 3M | -27.7% | +4.9% | -32.6% | -30.3% |
| 6M | -37.3% | +2.5% | -39.8% | -39.3% |
| YTD | +11.1% | +27.8% | -16.7% | -8.0% |
| 1Y | +27.2% | +32.9% | -5.7% | +1.8% |
| 3Y | +153.7% | +13.4% | +140.3% | +115.4% |
| 5Y | +159.0% | +12.8% | +146.2% | +116.8% |
| 10Y | +405.6% | +194.6% | +211.0% | +105.9% |
| All | +826.3% | +427.2% | +399.1% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling