+691.2%
ADP vs MTSI
+1,308.1%
-616.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.5% | -2.5% |
| 7D | -3.4% | +1.4% | -4.8% | -3.6% |
| 30D | +2.8% | +2.1% | +0.7% | +2.1% |
| 3M | +20.9% | -29.7% | +50.7% | +24.5% |
| 6M | +29.9% | +12.5% | +17.3% | +24.6% |
| YTD | +9.6% | +57.0% | -47.4% | +0.1% |
| 1Y | -5.3% | +103.9% | -109.2% | -17.2% |
| 3Y | +16.5% | +223.6% | -207.1% | -7.5% |
| 5Y | +49.4% | +321.6% | -272.2% | +12.2% |
| 10Y | +282.2% | +517.7% | -235.5% | +142.3% |
| All | +691.2% | +1,308.1% | -616.9% | +361.3% |
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