+128.2%
ADM vs MTSI
+539.0%
-410.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.0% | +1.4% |
| 7D | +0.1% | +7.2% | -7.1% | -0.8% |
| 30D | -11.8% | -18.4% | +6.6% | -10.6% |
| 3M | -11.3% | -16.7% | +5.4% | -10.7% |
| 6M | -10.0% | -31.7% | +21.7% | -8.2% |
| YTD | +25.9% | +45.9% | -20.0% | +17.5% |
| 1Y | +26.7% | +47.0% | -20.3% | +17.9% |
| 3Y | +8.1% | +224.1% | -215.9% | -11.6% |
| 5Y | +23.5% | +238.5% | -215.0% | -1.7% |
| 10Y | +128.2% | +512.7% | -384.5% | +57.1% |
| All | +128.2% | +539.0% | -410.8% | +57.1% |
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