-11.8%
ACN vs MTSI
+181.3%
-193.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.0% |
| 7D | +0.9% | -10.0% | +10.9% | +0.4% |
| 30D | +33.5% | -37.2% | +70.7% | +30.6% |
| 3M | +53.5% | -30.1% | +83.5% | +51.2% |
| 6M | +52.2% | -31.9% | +84.1% | +47.9% |
| YTD | -0.1% | +23.2% | -23.3% | -10.2% |
| 1Y | +11.0% | +26.4% | -15.3% | -0.8% |
| 3Y | -11.8% | +186.2% | -197.9% | -34.1% |
| All | -11.8% | +181.3% | -193.1% | -34.1% |
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 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