+114.3%
ADI vs MTSI
+183.3%
-69.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -4.2% |
| 7D | -12.8% | -10.0% | -2.9% | -9.1% |
| 30D | -11.3% | -37.2% | +25.8% | +7.8% |
| 3M | -3.4% | -30.1% | +26.7% | +10.1% |
| 6M | -12.0% | -31.9% | +19.9% | -0.7% |
| YTD | +35.3% | +23.2% | +12.1% | +11.3% |
| 1Y | +58.1% | +26.4% | +31.7% | +27.6% |
| 3Y | +127.4% | +186.2% | -58.8% | +7.0% |
| All | +114.3% | +183.3% | -69.0% | -4.6% |
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 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