+151.4%
ACN vs MTSI
+539.0%
-387.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.3% | -12.2% | -3.1% |
| 7D | -4.0% | +7.2% | -11.2% | -5.3% |
| 30D | +19.0% | -18.4% | +37.4% | +20.8% |
| 3M | +42.2% | -16.7% | +58.9% | +42.5% |
| 6M | +50.1% | -31.7% | +81.9% | +51.9% |
| YTD | -2.7% | +45.9% | -48.6% | -15.5% |
| 1Y | +7.6% | +47.0% | -39.4% | -6.9% |
| 3Y | -15.9% | +224.1% | -239.9% | -39.9% |
| 5Y | -24.4% | +238.5% | -262.9% | -47.6% |
| 10Y | +151.4% | +512.7% | -361.3% | +35.5% |
| All | +151.4% | +539.0% | -387.7% | +35.5% |
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