-28.0%
ADBE vs MTSI
+30.7%
-58.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | -0.6% |
| 7D | -3.8% | -3.8% | 0.0% | -4.2% |
| 30D | -2.3% | -31.4% | +29.1% | -10.2% |
| 3M | -13.3% | -23.8% | +10.5% | -16.8% |
| 6M | -6.5% | -37.1% | +30.6% | -12.1% |
| YTD | -32.4% | +32.2% | -64.6% | -27.3% |
| 1Y | -28.0% | +26.9% | -55.0% | -22.9% |
| All | -28.0% | +30.7% | -58.7% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling