+579.4%
ADI vs MTSI
+448.7%
+130.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -3.2% |
| 7D | -12.8% | -10.0% | -2.9% | -9.9% |
| 30D | -11.3% | -37.2% | +25.8% | +3.6% |
| 3M | -3.4% | -30.1% | +26.7% | +7.5% |
| 6M | -12.0% | -31.9% | +19.9% | -2.6% |
| YTD | +35.3% | +23.2% | +12.1% | +19.1% |
| 1Y | +58.1% | +26.4% | +31.7% | +37.5% |
| 3Y | +127.4% | +186.2% | -58.8% | +42.9% |
| 5Y | +114.6% | +187.0% | -72.5% | +32.3% |
| All | +579.4% | +448.7% | +130.7% | +178.9% |
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