-57.7%
ADBE vs MTSI
+181.3%
-239.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.8% | -13.7% | -2.5% |
| 7D | -4.4% | -10.0% | +5.6% | -4.6% |
| 30D | +2.8% | -37.2% | +40.0% | +1.8% |
| 3M | -8.0% | -30.1% | +22.0% | -8.7% |
| 6M | -4.3% | -31.9% | +27.6% | -6.1% |
| YTD | -31.6% | +23.2% | -54.8% | -39.0% |
| 1Y | -26.9% | +26.4% | -53.3% | -35.4% |
| 3Y | -57.7% | +186.2% | -243.8% | -71.9% |
| All | -57.7% | +181.3% | -239.0% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling