+219.0%
MTSI vs APTV
-47.9%
+266.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.7% | +10.5% |
| 7D | +7.2% | -8.9% | +16.1% | +10.9% |
| 30D | -18.4% | -9.5% | -8.9% | -15.7% |
| 3M | -16.7% | -20.6% | +3.9% | -10.2% |
| 6M | -31.7% | -28.9% | -2.8% | -24.2% |
| YTD | +45.9% | -48.2% | +94.1% | +79.1% |
| 1Y | +47.0% | -51.7% | +98.7% | +86.0% |
| All | +219.0% | -47.9% | +266.8% | +257.2% |
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