+581.1%
MTSI vs APTV
-21.3%
+602.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +5.5% |
| 7D | +11.1% | -1.2% | +12.2% | +11.5% |
| 30D | -3.7% | -10.6% | +7.0% | +1.6% |
| 3M | -20.2% | -35.0% | +14.8% | -2.7% |
| 6M | +30.8% | -38.9% | +69.7% | +62.1% |
| YTD | +67.0% | -41.5% | +108.6% | +109.0% |
| 1Y | +120.4% | -45.8% | +166.3% | +186.7% |
| 3Y | +260.4% | -55.7% | +316.1% | +393.1% |
| 5Y | +356.3% | -70.1% | +426.4% | +648.4% |
| 10Y | +581.1% | -19.1% | +600.2% | +650.3% |
| All | +581.1% | -21.3% | +602.4% | +650.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling