+209.1%
ADSK vs MTSI
+571.2%
-362.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -3.8% |
| 7D | -14.5% | +11.1% | -25.6% | -17.1% |
| 30D | -19.3% | -3.7% | -15.6% | -19.1% |
| 3M | -7.8% | -20.2% | +12.4% | -4.9% |
| 6M | -20.8% | +30.8% | -51.6% | -31.4% |
| YTD | -30.2% | +67.0% | -97.2% | -45.0% |
| 1Y | -36.5% | +120.4% | -156.9% | -54.9% |
| 3Y | -5.7% | +260.4% | -266.1% | -45.8% |
| 5Y | -28.2% | +356.3% | -384.4% | -62.2% |
| 10Y | +209.1% | +581.1% | -371.9% | +20.3% |
| All | +209.1% | +571.2% | -362.0% | +20.3% |
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 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