+24.9%
ADM vs MTSI
+208.2%
-183.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.0% | -9.2% | -0.5% |
| 7D | -7.8% | +3.5% | -11.3% | -8.0% |
| 30D | -12.6% | -30.3% | +17.7% | -11.4% |
| 3M | -8.2% | -26.0% | +17.8% | -7.5% |
| 6M | -8.9% | -36.1% | +27.2% | -7.8% |
| YTD | +24.0% | +34.3% | -10.3% | +19.9% |
| 1Y | +26.2% | +35.3% | -9.1% | +21.8% |
| 3Y | +7.0% | +217.6% | -210.6% | -9.0% |
| 5Y | +24.9% | +210.1% | -185.2% | -0.2% |
| All | +24.9% | +208.2% | -183.3% | -0.2% |
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