+27.5%
ADM vs MTSI
+35.9%
-8.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.6% | +8.3% | +2.7% |
| 7D | +4.2% | +10.0% | -5.8% | +4.2% |
| 30D | -12.8% | -20.3% | +7.5% | -12.7% |
| 3M | -8.5% | -24.4% | +16.0% | -8.3% |
| 6M | -10.9% | -39.2% | +28.3% | -10.6% |
| YTD | +29.4% | +35.5% | -6.1% | +28.4% |
| 1Y | +27.5% | +43.0% | -15.5% | +26.9% |
| All | +27.5% | +35.9% | -8.3% | +26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling