+158.6%
ADM vs MTSI
+514.0%
-355.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.1% |
| 7D | +3.8% | +1.4% | +2.4% | +3.6% |
| 30D | +9.8% | +2.1% | +7.7% | +9.1% |
| 3M | +2.1% | -29.7% | +31.9% | +5.0% |
| 6M | +27.5% | +12.5% | +15.0% | +24.1% |
| YTD | +50.2% | +57.0% | -6.8% | +40.7% |
| 1Y | +40.6% | +103.9% | -63.3% | +27.2% |
| 3Y | +17.2% | +223.6% | -206.3% | -2.7% |
| 5Y | +61.9% | +321.6% | -259.7% | +27.1% |
| All | +158.6% | +514.0% | -355.5% | +87.1% |
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 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