+79.3%
ADI vs MTSI
+59.5%
+19.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -5.1% | -10.7% | +5.5% | -1.8% |
| 30D | -3.1% | -29.0% | +25.9% | +7.2% |
| 3M | +7.1% | -14.7% | +21.9% | +10.4% |
| 6M | +2.9% | -20.1% | +23.0% | +10.8% |
| YTD | +51.1% | +36.1% | +15.0% | +50.1% |
| 1Y | +79.3% | +61.7% | +17.6% | +73.0% |
| All | +79.3% | +59.5% | +19.8% | +73.0% |
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