+25.3%
ADP vs MTSI
+35.9%
-10.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.2% | -0.3% |
| 7D | +2.2% | +10.0% | -7.8% | +4.1% |
| 30D | +10.6% | -20.3% | +30.9% | +7.2% |
| 3M | +12.9% | -24.4% | +37.3% | +9.5% |
| 6M | +50.6% | -39.2% | +89.8% | +43.3% |
| YTD | +23.2% | +35.5% | -12.3% | +28.2% |
| 1Y | +25.3% | +43.0% | -17.8% | +30.5% |
| All | +25.3% | +35.9% | -10.6% | +30.5% |
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