+186.2%
MTSI vs ACGL
+31.5%
+154.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.0% | +13.8% | +10.0% |
| 7D | -10.0% | +0.9% | -10.9% | -9.7% |
| 30D | -37.2% | +13.7% | -50.9% | -35.1% |
| 3M | -30.1% | +8.0% | -38.1% | -28.3% |
| 6M | -31.9% | +13.3% | -45.2% | -29.6% |
| YTD | +23.2% | +11.8% | +11.3% | +27.5% |
| 1Y | +26.4% | +22.2% | +4.2% | +30.2% |
| 3Y | +186.2% | +32.5% | +153.7% | +214.0% |
| All | +186.2% | +31.5% | +154.7% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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