+316.8%
ADP vs MTSI
+448.7%
-131.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.8% | -12.1% | -2.3% |
| 7D | +3.2% | -10.0% | +13.2% | +4.0% |
| 30D | +14.9% | -37.2% | +52.1% | +19.6% |
| 3M | +11.6% | -30.1% | +41.7% | +14.2% |
| 6M | +48.5% | -31.9% | +80.4% | +49.9% |
| YTD | +20.6% | +23.2% | -2.6% | +10.7% |
| 1Y | +23.7% | +26.4% | -2.7% | +12.9% |
| 3Y | +47.8% | +186.2% | -138.4% | +14.2% |
| 5Y | +47.7% | +187.0% | -139.3% | +11.7% |
| All | +316.8% | +448.7% | -131.9% | +147.4% |
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 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