+636.2%
ADI vs MTSI
+454.4%
+181.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -6.3% | -3.8% | -2.5% | -5.3% |
| 30D | -3.2% | -31.4% | +28.2% | +9.7% |
| 3M | +2.8% | -23.8% | +26.5% | +10.9% |
| 6M | -5.0% | -37.1% | +32.0% | +8.6% |
| YTD | +46.3% | +32.2% | +14.1% | +25.7% |
| 1Y | +71.6% | +26.9% | +44.7% | +49.3% |
| 3Y | +139.2% | +193.7% | -54.6% | +48.8% |
| 5Y | +136.4% | +218.0% | -81.6% | +40.7% |
| 10Y | +636.2% | +477.8% | +158.5% | +194.6% |
| All | +636.2% | +454.4% | +181.8% | +194.6% |
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 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