+320.4%
MTSI vs ACGL
+161.8%
+158.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.7% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | +2.1% | -1.0% | +3.1% | +2.2% |
| 3M | -29.7% | +11.0% | -40.8% | -31.5% |
| 6M | +12.5% | -0.3% | +12.9% | +12.0% |
| YTD | +57.0% | +2.3% | +54.8% | +55.0% |
| 1Y | +103.9% | +6.4% | +97.5% | +98.8% |
| 3Y | +223.6% | +34.0% | +189.6% | +179.5% |
| All | +320.4% | +161.8% | +158.6% | +160.8% |
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