+600.3%
ADBE vs MTSI
+1,004.6%
-404.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +10.8% | -13.7% | -4.8% |
| 7D | -4.4% | -10.0% | +5.6% | -3.2% |
| 30D | +2.8% | -37.2% | +40.0% | +10.1% |
| 3M | -8.0% | -30.1% | +22.0% | -4.6% |
| 6M | -4.3% | -31.9% | +27.6% | -3.1% |
| YTD | -31.6% | +23.2% | -54.8% | -40.5% |
| 1Y | -26.9% | +26.4% | -53.3% | -37.1% |
| 3Y | -57.7% | +186.2% | -243.8% | -71.2% |
| 5Y | -63.9% | +187.0% | -250.9% | -75.7% |
| 10Y | +125.3% | +460.4% | -335.0% | +16.5% |
| All | +600.3% | +1,004.6% | -404.3% | +222.6% |
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