+284.9%
ACN vs MTSI
+1,308.1%
-1,023.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.5% | -6.8% | -3.8% |
| 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% | +9.0% |
| 6M | -9.3% | +12.5% | -21.8% | -14.2% |
| YTD | -29.0% | +57.0% | -86.0% | -36.8% |
| 1Y | -24.7% | +103.9% | -128.6% | -36.3% |
| 3Y | -39.8% | +223.6% | -263.4% | -54.3% |
| 5Y | -40.9% | +321.6% | -362.5% | -57.7% |
| 10Y | +91.1% | +517.7% | -426.6% | +15.6% |
| All | +284.9% | +1,308.1% | -1,023.2% | +111.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling