+318.8%
ADP vs MTSI
+539.0%
-220.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.3% | -10.0% | -0.7% |
| 7D | +0.9% | +7.2% | -6.2% | -0.1% |
| 30D | +11.9% | -18.4% | +30.3% | +13.4% |
| 3M | +13.7% | -16.7% | +30.4% | +14.3% |
| 6M | +46.8% | -31.7% | +78.5% | +49.1% |
| YTD | +21.8% | +45.9% | -24.1% | +9.8% |
| 1Y | +23.5% | +47.0% | -23.5% | +11.1% |
| 3Y | +44.1% | +224.1% | -180.0% | +10.1% |
| 5Y | +49.9% | +238.5% | -188.6% | +11.4% |
| 10Y | +318.8% | +512.7% | -193.9% | +139.9% |
| All | +318.8% | +539.0% | -220.3% | +139.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling