+780.9%
ADP vs MTSI
+896.6%
-115.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -18.4% | +19.5% | +3.1% |
| 7D | +7.4% | -24.6% | +32.0% | +10.1% |
| 30D | +17.1% | -45.7% | +62.8% | +23.9% |
| 3M | +14.4% | -27.7% | +42.2% | +16.4% |
| 6M | +47.9% | -37.3% | +85.2% | +50.7% |
| YTD | +22.1% | +11.1% | +10.9% | +14.1% |
| 1Y | +21.8% | +27.2% | -5.4% | +11.3% |
| 3Y | +50.5% | +153.7% | -103.2% | +20.5% |
| 5Y | +49.6% | +159.0% | -109.4% | +17.3% |
| 10Y | +329.3% | +405.6% | -76.3% | +174.4% |
| All | +780.9% | +896.6% | -115.6% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling