-5.3%
ADP vs MTSI
+105.1%
-110.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.5% | -1.5% |
| 7D | -3.4% | +1.4% | -4.8% | -3.2% |
| 30D | +2.8% | +2.1% | +0.7% | +3.6% |
| 3M | +20.9% | -29.7% | +50.7% | +16.1% |
| 6M | +29.9% | +12.5% | +17.3% | +31.8% |
| YTD | +9.6% | +57.0% | -47.4% | +15.9% |
| 1Y | -5.3% | +103.9% | -109.2% | +2.6% |
| All | -5.3% | +105.1% | -110.3% | +2.6% |
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