+629.0%
MTSI vs ACI
+31.1%
+597.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +9.1% |
| 7D | +3.5% | -5.9% | +9.4% | +3.3% |
| 30D | -30.3% | +7.2% | -37.5% | -30.1% |
| 3M | -26.0% | +8.8% | -34.8% | -25.8% |
| 6M | -36.1% | -17.2% | -18.9% | -35.7% |
| YTD | +34.3% | -21.3% | +55.5% | +35.0% |
| 1Y | +35.3% | -23.7% | +59.0% | +36.2% |
| 3Y | +217.6% | -32.8% | +250.5% | +220.2% |
| 5Y | +210.1% | -41.4% | +251.5% | +211.0% |
| All | +629.0% | +31.1% | +597.9% | +584.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling