+20.5%
ADP vs MTSI
+59.5%
-39.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.3% |
| 7D | +6.4% | -10.7% | +17.0% | +4.3% |
| 30D | +16.6% | -29.0% | +45.6% | +10.4% |
| 3M | +12.9% | -14.7% | +27.6% | +11.4% |
| 6M | +45.7% | -20.1% | +65.7% | +41.7% |
| YTD | +20.6% | +36.1% | -15.5% | +26.1% |
| 1Y | +20.5% | +61.7% | -41.3% | +28.2% |
| All | +20.5% | +59.5% | -39.0% | +28.2% |
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 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