+141.2%
ADI vs MTSI
+320.9%
-179.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | 0.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.2% |
| 30D | -3.8% | +2.1% | -5.9% | -6.1% |
| 3M | -15.3% | -29.7% | +14.5% | -1.6% |
| 6M | +6.7% | +12.5% | -5.8% | -3.1% |
| YTD | +34.8% | +57.0% | -22.3% | +2.1% |
| 1Y | +49.0% | +103.9% | -54.9% | -3.3% |
| 3Y | +108.1% | +223.6% | -115.5% | -3.1% |
| All | +141.2% | +320.9% | -179.7% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling