+102.9%
MTSI vs ADVB
-97.5%
+200.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.2% | +6.6% | +10.8% |
| 7D | -10.0% | -13.9% | +3.9% | -9.9% |
| 30D | -37.2% | -68.1% | +30.9% | -37.2% |
| 3M | -30.1% | -73.4% | +43.3% | -30.0% |
| 6M | -31.9% | -70.8% | +38.9% | -31.9% |
| YTD | +23.2% | -66.1% | +89.3% | +22.5% |
| 1Y | +26.4% | -77.5% | +103.9% | +27.0% |
| All | +102.9% | -97.5% | +200.4% | +152.4% |
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