+620.2%
ADI vs MTSI
+465.0%
+155.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.8% | -0.7% |
| 7D | +9.5% | +10.0% | -0.5% | +5.7% |
| 30D | -1.4% | -20.3% | +19.0% | +5.9% |
| 3M | +4.7% | -24.4% | +29.2% | +13.2% |
| 6M | -7.4% | -39.2% | +31.8% | +7.0% |
| YTD | +48.1% | +35.5% | +12.6% | +25.9% |
| 1Y | +69.6% | +43.0% | +26.6% | +41.2% |
| 3Y | +144.4% | +196.3% | -51.9% | +51.3% |
| 5Y | +134.1% | +210.0% | -75.9% | +40.0% |
| All | +620.2% | +465.0% | +155.2% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling