+158.7%
ADBE vs MTSI
+513.8%
-355.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.5% | -10.2% | -7.4% |
| 7D | -8.6% | +1.4% | -10.0% | -8.9% |
| 30D | +2.8% | +2.1% | +0.7% | +1.4% |
| 3M | +3.1% | -29.7% | +32.9% | +8.3% |
| 6M | -2.4% | +12.5% | -15.0% | -10.3% |
| YTD | -23.9% | +57.0% | -80.9% | -36.4% |
| 1Y | -22.6% | +103.9% | -126.5% | -40.4% |
| 3Y | -52.7% | +223.6% | -276.2% | -69.2% |
| 5Y | -60.0% | +321.6% | -381.6% | -76.0% |
| All | +158.7% | +513.8% | -355.0% | +18.7% |
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