+549.0%
ADSK vs MTSI
+1,085.8%
-536.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +3.1% | -3.8% | +6.9% | +3.2% |
| 30D | +10.5% | -31.4% | +41.9% | +18.6% |
| 3M | +1.6% | -23.8% | +25.3% | +4.5% |
| 6M | +6.4% | -37.1% | +43.5% | +11.5% |
| YTD | -12.1% | +32.2% | -44.4% | -27.3% |
| 1Y | -12.9% | +26.9% | -39.9% | -27.3% |
| 3Y | +23.5% | +193.7% | -170.2% | -23.1% |
| 5Y | -18.9% | +218.0% | -236.9% | -51.2% |
| 10Y | +253.9% | +477.8% | -223.8% | +58.5% |
| All | +549.0% | +1,085.8% | -536.8% | +139.9% |
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