-36.5%
ADSK vs MTSI
+119.6%
-156.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.8% | -2.1% |
| 7D | -14.5% | +11.1% | -25.6% | -13.3% |
| 30D | -19.3% | -3.7% | -15.6% | -19.5% |
| 3M | -7.8% | -20.2% | +12.4% | -8.6% |
| 6M | -20.8% | +30.8% | -51.6% | -21.0% |
| YTD | -30.2% | +67.0% | -97.2% | -31.9% |
| 1Y | -36.5% | +120.4% | -156.9% | -40.2% |
| All | -36.5% | +119.6% | -156.0% | -40.2% |
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