+61.7%
MTSI vs APTV
-46.4%
+108.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -1.7% |
| 7D | -10.7% | -1.9% | -8.8% | -10.5% |
| 30D | -29.0% | -1.4% | -27.6% | -28.9% |
| 3M | -14.7% | -9.3% | -5.4% | -13.4% |
| 6M | -20.1% | -27.3% | +7.2% | -14.0% |
| YTD | +36.1% | -43.1% | +79.3% | +46.4% |
| 1Y | +61.7% | -46.5% | +108.2% | +78.5% |
| All | +61.7% | -46.4% | +108.1% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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