+606.7%
ADI vs MTSI
+513.8%
+92.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +0.4% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | -3.8% | +2.1% | -5.9% | -5.4% |
| 3M | -15.3% | -29.7% | +14.5% | -5.0% |
| 6M | +6.7% | +12.5% | -5.8% | -0.1% |
| YTD | +34.8% | +57.0% | -22.3% | +10.8% |
| 1Y | +49.0% | +103.9% | -54.9% | +10.3% |
| 3Y | +108.1% | +223.6% | -115.5% | +27.2% |
| 5Y | +142.4% | +321.6% | -179.1% | +33.7% |
| All | +606.7% | +513.8% | +92.9% | +190.5% |
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