+553.0%
ADSK vs MTSI
+1,004.6%
-451.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.8% | -13.6% | -5.3% |
| 7D | +4.9% | -10.0% | +14.8% | +6.5% |
| 30D | +11.3% | -37.2% | +48.5% | +22.1% |
| 3M | +7.9% | -30.1% | +38.0% | +13.4% |
| 6M | +7.7% | -31.9% | +39.6% | +9.9% |
| YTD | -11.6% | +23.2% | -34.8% | -25.5% |
| 1Y | -11.2% | +26.4% | -37.6% | -26.0% |
| 3Y | +29.6% | +186.2% | -156.6% | -19.0% |
| 5Y | -19.4% | +187.0% | -206.4% | -50.2% |
| 10Y | +276.9% | +460.4% | -183.5% | +70.4% |
| All | +553.0% | +1,004.6% | -451.6% | +145.7% |
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 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