-40.6%
ACN vs MTSI
+320.9%
-361.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.7% |
| 7D | -1.5% | +1.4% | -2.9% | -1.7% |
| 30D | +9.4% | +2.1% | +7.3% | +8.5% |
| 3M | +5.6% | -29.7% | +35.4% | +9.1% |
| 6M | -9.3% | +12.5% | -21.8% | -16.1% |
| YTD | -29.0% | +57.0% | -86.0% | -39.8% |
| 1Y | -24.7% | +103.9% | -128.6% | -41.0% |
| 3Y | -39.8% | +223.6% | -263.4% | -61.8% |
| All | -40.6% | +320.9% | -361.5% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling