+83.0%
MTSI vs ADVB
-97.6%
+180.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -9.5% | -8.8% | -18.2% |
| 7D | -24.6% | -28.0% | +3.4% | -24.4% |
| 30D | -45.7% | -70.2% | +24.5% | -45.7% |
| 3M | -27.7% | -76.1% | +48.3% | -27.7% |
| 6M | -37.3% | -72.3% | +35.0% | -37.2% |
| YTD | +11.1% | -67.5% | +78.6% | +10.6% |
| 1Y | +27.2% | -78.6% | +105.7% | +27.9% |
| All | +83.0% | -97.6% | +180.7% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling