+225.0%
MTSI vs APTV
-77.5%
+302.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +29.1% | -5.0% | +34.1% | +31.9% |
| 30D | -20.4% | -12.3% | -8.1% | -15.7% |
| 3M | -20.9% | -19.9% | -1.0% | -13.0% |
| 6M | -32.3% | -29.4% | -2.9% | -22.7% |
| YTD | +43.5% | -49.0% | +92.5% | +87.5% |
| 1Y | +43.8% | -53.1% | +96.9% | +96.1% |
| 3Y | +218.8% | -48.9% | +267.6% | +290.2% |
| All | +225.0% | -77.5% | +302.4% | +527.4% |
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