+680.0%
ADBE vs MTSI
+1,308.1%
-628.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | +3.1% | -29.7% | +32.9% | +7.9% |
| 6M | -2.4% | +12.5% | -15.0% | -9.5% |
| YTD | -23.9% | +57.0% | -80.9% | -35.2% |
| 1Y | -22.6% | +103.9% | -126.5% | -38.7% |
| 3Y | -52.7% | +223.6% | -276.2% | -67.6% |
| 5Y | -60.0% | +321.6% | -381.6% | -74.4% |
| 10Y | +157.3% | +517.7% | -360.4% | +32.9% |
| All | +680.0% | +1,308.1% | -628.2% | +251.8% |
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