+451.0%
ACN vs MTSI
+896.6%
-445.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -18.4% | +18.7% | +2.5% |
| 7D | +7.3% | -24.6% | +31.8% | +10.4% |
| 30D | +38.2% | -45.7% | +83.9% | +47.3% |
| 3M | +56.6% | -27.7% | +84.3% | +59.2% |
| 6M | +51.1% | -37.3% | +88.4% | +53.2% |
| YTD | +1.7% | +11.1% | -9.5% | -7.3% |
| 1Y | +10.1% | +27.2% | -17.1% | -2.3% |
| 3Y | -10.3% | +153.7% | -164.0% | -31.3% |
| 5Y | -21.4% | +159.0% | -180.4% | -41.0% |
| 10Y | +167.1% | +405.6% | -238.4% | +63.2% |
| All | +451.0% | +896.6% | -445.6% | +210.6% |
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