-14.2%
ACN vs MTSI
+211.6%
-225.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.0% | -11.4% | -1.7% |
| 7D | -2.5% | +3.5% | -6.0% | -2.0% |
| 30D | +22.6% | -30.3% | +53.0% | +20.9% |
| 3M | +45.9% | -26.0% | +71.9% | +44.7% |
| 6M | +43.8% | -36.1% | +79.9% | +42.8% |
| YTD | -2.5% | +34.3% | -36.7% | -11.7% |
| 1Y | +6.5% | +35.3% | -28.8% | -3.9% |
| 3Y | -14.2% | +217.6% | -231.8% | -35.8% |
| All | -14.2% | +211.6% | -225.7% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling