+158.6%
MTSI vs ADVB
-88.3%
+246.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.5% |
| 7D | +1.4% | -3.8% | +5.2% | +1.4% |
| 30D | +2.1% | +17.6% | -15.5% | +2.3% |
| 3M | -29.7% | +119.1% | -148.9% | -30.2% |
| 6M | +12.5% | +103.4% | -90.8% | +11.8% |
| YTD | +57.0% | +59.8% | -2.8% | +56.4% |
| 1Y | +103.9% | +8.5% | +95.4% | +103.6% |
| All | +158.6% | -88.3% | +246.9% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling