+151.8%
ACN vs MTSI
+498.4%
-346.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.2% | -1.3% |
| 7D | -5.7% | +29.1% | -34.8% | -8.8% |
| 30D | +17.0% | -20.4% | +37.4% | +19.1% |
| 3M | +39.9% | -20.9% | +60.8% | +41.2% |
| 6M | +50.2% | -32.3% | +82.4% | +52.0% |
| YTD | -4.2% | +43.5% | -47.6% | -16.6% |
| 1Y | +4.3% | +43.8% | -39.5% | -9.5% |
| 3Y | -17.1% | +218.8% | -235.9% | -40.6% |
| 5Y | -26.5% | +228.3% | -254.8% | -48.8% |
| All | +151.8% | +498.4% | -346.6% | +36.3% |
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