+159.0%
MTSI vs ACGL
+174.7%
-15.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -0.1% | -18.3% | -18.3% |
| 7D | -24.6% | +6.4% | -31.0% | -24.9% |
| 30D | -45.7% | +16.6% | -62.3% | -46.5% |
| 3M | -27.7% | +11.6% | -39.3% | -28.5% |
| 6M | -37.3% | +17.5% | -54.7% | -38.8% |
| YTD | +11.1% | +15.3% | -4.1% | +8.5% |
| 1Y | +27.2% | +26.3% | +0.9% | +21.1% |
| 3Y | +153.7% | +35.9% | +117.7% | +127.6% |
| 5Y | +159.0% | +168.2% | -9.2% | +53.7% |
| All | +159.0% | +174.7% | -15.7% | +53.7% |
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