+186.2%
MTSI vs APTV
-49.5%
+235.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.5% | +14.3% | +12.0% |
| 7D | -10.0% | -10.2% | +0.2% | -6.7% |
| 30D | -37.2% | -10.8% | -26.4% | -34.8% |
| 3M | -30.1% | -14.8% | -15.2% | -26.4% |
| 6M | -31.9% | -30.6% | -1.3% | -23.7% |
| YTD | +23.2% | -48.2% | +71.3% | +51.6% |
| 1Y | +26.4% | -52.0% | +78.4% | +60.8% |
| 3Y | +186.2% | -47.0% | +233.2% | +213.3% |
| All | +186.2% | -49.5% | +235.6% | +213.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling