+218.0%
MTSI vs ACGL
+173.1%
+44.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | -3.8% | +1.3% | -5.1% | -3.9% |
| 30D | -31.4% | +14.2% | -45.6% | -32.3% |
| 3M | -23.8% | +11.1% | -34.8% | -24.6% |
| 6M | -37.1% | +16.4% | -53.4% | -38.6% |
| YTD | +32.2% | +13.8% | +18.4% | +29.1% |
| 1Y | +26.9% | +21.6% | +5.4% | +21.7% |
| 3Y | +193.7% | +33.5% | +160.2% | +164.1% |
| 5Y | +218.0% | +174.8% | +43.2% | +85.6% |
| All | +218.0% | +173.1% | +44.9% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling