-24.2%
ADSK vs MTSI
+320.9%
-345.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.5% | -11.7% | -9.2% |
| 7D | -16.4% | +1.4% | -17.8% | -16.8% |
| 30D | -9.2% | +2.1% | -11.3% | -10.8% |
| 3M | -6.7% | -29.7% | +23.0% | +0.1% |
| 6M | -15.5% | +12.5% | -28.0% | -25.5% |
| YTD | -26.4% | +57.0% | -83.4% | -44.3% |
| 1Y | -31.9% | +103.9% | -135.8% | -55.0% |
| 3Y | -1.0% | +223.6% | -224.5% | -53.5% |
| All | -24.2% | +320.9% | -345.1% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling