+26.3%
ADM vs MTSI
+183.3%
-157.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.1% |
| 7D | -9.0% | -10.0% | +1.0% | -8.8% |
| 30D | -14.0% | -37.2% | +23.2% | -12.5% |
| 3M | -9.2% | -30.1% | +20.9% | -8.2% |
| 6M | -9.2% | -31.9% | +22.7% | -8.5% |
| YTD | +24.2% | +23.2% | +1.0% | +20.5% |
| 1Y | +27.0% | +26.4% | +0.6% | +22.9% |
| 3Y | +6.6% | +186.2% | -179.5% | -8.8% |
| All | +26.3% | +183.3% | -157.0% | +1.4% |
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