+592.7%
ADBE vs MTSI
+1,085.8%
-493.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.3% | 0.0% |
| 7D | -3.8% | -3.8% | 0.0% | -3.8% |
| 30D | -2.3% | -31.4% | +29.1% | +3.0% |
| 3M | -13.3% | -23.8% | +10.5% | -11.4% |
| 6M | -6.5% | -37.1% | +30.6% | -3.3% |
| YTD | -32.4% | +32.2% | -64.6% | -42.0% |
| 1Y | -28.0% | +26.9% | -55.0% | -37.9% |
| 3Y | -60.4% | +193.7% | -254.1% | -73.1% |
| 5Y | -63.4% | +218.0% | -281.5% | -75.9% |
| 10Y | +127.4% | +477.8% | -350.3% | +16.7% |
| All | +592.7% | +1,085.8% | -493.0% | +214.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling