+129.2%
ADBE vs MTSI
+539.0%
-409.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.5% |
| 7D | -4.4% | +7.2% | -11.6% | -6.3% |
| 30D | -0.2% | -18.4% | +18.2% | +2.1% |
| 3M | -9.9% | -16.7% | +6.8% | -9.4% |
| 6M | -3.5% | -31.7% | +28.2% | -1.5% |
| YTD | -32.1% | +45.9% | -78.0% | -44.0% |
| 1Y | -28.7% | +47.0% | -75.7% | -41.5% |
| 3Y | -60.2% | +224.1% | -284.3% | -75.0% |
| 5Y | -63.1% | +238.5% | -301.6% | -77.4% |
| 10Y | +129.2% | +512.7% | -383.5% | +2.4% |
| All | +129.2% | +539.0% | -409.9% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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