+91.6%
ACN vs MTSI
+514.0%
-422.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | +9.4% | +2.1% | +7.3% | +8.4% |
| 3M | +5.6% | -29.7% | +35.4% | +9.3% |
| 6M | -9.3% | +12.5% | -21.8% | -14.7% |
| YTD | -29.0% | +57.0% | -86.0% | -37.7% |
| 1Y | -24.7% | +103.9% | -128.6% | -37.6% |
| 3Y | -39.8% | +223.6% | -263.4% | -55.9% |
| 5Y | -40.9% | +321.6% | -362.5% | -59.6% |
| All | +91.6% | +514.0% | -422.4% | +10.1% |
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