+1,208.8%
MTSI vs APD
+413.2%
+795.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.4% | +4.1% |
| 7D | +1.4% | -2.2% | +3.6% | +2.7% |
| 30D | +2.1% | +2.1% | 0.0% | +0.5% |
| 3M | -29.7% | +7.2% | -36.9% | -33.7% |
| 6M | +12.5% | +11.2% | +1.3% | +3.3% |
| YTD | +57.0% | +24.4% | +32.6% | +32.6% |
| 1Y | +103.9% | +6.7% | +97.3% | +89.0% |
| 3Y | +223.6% | +9.2% | +214.3% | +182.0% |
| 5Y | +321.6% | +27.4% | +294.2% | +221.4% |
| 10Y | +517.7% | +164.8% | +352.9% | +170.1% |
| All | +1,208.8% | +413.2% | +795.5% | +307.5% |
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