+23.7%
ADP vs MTSI
+30.7%
-7.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.8% |
| 7D | +3.2% | -3.8% | +7.0% | +2.9% |
| 30D | +12.8% | -31.4% | +44.1% | +6.5% |
| 3M | +12.3% | -23.8% | +36.1% | +9.1% |
| 6M | +45.4% | -37.1% | +82.5% | +38.5% |
| YTD | +21.4% | +32.2% | -10.8% | +25.3% |
| 1Y | +23.7% | +26.9% | -3.2% | +27.4% |
| All | +23.7% | +30.7% | -7.0% | +27.4% |
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 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