+443.7%
ADSK vs MTSI
+1,308.1%
-864.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.5% | -11.7% | -9.1% |
| 7D | -16.4% | +1.4% | -17.8% | -16.8% |
| 30D | -9.2% | +2.1% | -11.3% | -10.6% |
| 3M | -6.7% | -29.7% | +23.0% | -0.8% |
| 6M | -15.5% | +12.5% | -28.0% | -22.9% |
| YTD | -26.4% | +57.0% | -83.4% | -39.6% |
| 1Y | -31.9% | +103.9% | -135.8% | -48.9% |
| 3Y | -1.0% | +223.6% | -224.5% | -37.6% |
| 5Y | -24.5% | +321.6% | -346.1% | -56.3% |
| 10Y | +220.4% | +517.7% | -297.3% | +44.9% |
| All | +443.7% | +1,308.1% | -864.5% | +99.1% |
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