+156.3%
ACN vs MTSI
+512.4%
-356.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.0% | -11.4% | -3.4% |
| 7D | -2.5% | +3.5% | -6.0% | -3.4% |
| 30D | +22.6% | -30.3% | +53.0% | +27.0% |
| 3M | +45.9% | -26.0% | +71.9% | +48.6% |
| 6M | +43.8% | -36.1% | +79.9% | +46.6% |
| YTD | -2.5% | +34.3% | -36.7% | -14.4% |
| 1Y | +6.5% | +35.3% | -28.8% | -6.9% |
| 3Y | -14.2% | +217.6% | -231.8% | -38.7% |
| 5Y | -24.4% | +210.1% | -234.5% | -47.0% |
| 10Y | +156.3% | +471.4% | -315.1% | +39.6% |
| All | +156.3% | +512.4% | -356.0% | +39.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling