+1,147.1%
ADI vs MTSI
+1,308.1%
-161.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.8% | +0.5% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -3.8% | +2.1% | -5.9% | -5.2% |
| 3M | -15.3% | -29.7% | +14.5% | -5.9% |
| 6M | +6.7% | +12.5% | -5.8% | +0.7% |
| YTD | +34.8% | +57.0% | -22.3% | +13.1% |
| 1Y | +49.0% | +103.9% | -54.9% | +13.8% |
| 3Y | +108.1% | +223.6% | -115.5% | +34.2% |
| 5Y | +142.4% | +321.6% | -179.1% | +42.9% |
| 10Y | +589.9% | +517.7% | +72.2% | +212.5% |
| All | +1,147.1% | +1,308.1% | -161.0% | +364.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling