+320.4%
MTSI vs APTV
-67.9%
+388.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +2.1% |
| 7D | +1.4% | +4.8% | -3.4% | -0.8% |
| 30D | +2.1% | +2.0% | +0.1% | +0.9% |
| 3M | -29.7% | -34.2% | +4.5% | -15.6% |
| 6M | +12.5% | -34.7% | +47.2% | +33.6% |
| YTD | +57.0% | -37.0% | +94.0% | +87.2% |
| 1Y | +103.9% | -40.4% | +144.3% | +149.6% |
| 3Y | +223.6% | -54.1% | +277.7% | +332.4% |
| All | +320.4% | -67.9% | +388.3% | +577.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling