+196.3%
MTSI vs ACI
-31.5%
+227.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.7% |
| 7D | +10.0% | +2.3% | +7.7% | +10.4% |
| 30D | -20.3% | +1.2% | -21.6% | -19.9% |
| 3M | -24.4% | +6.8% | -31.2% | -23.1% |
| 6M | -39.2% | -18.7% | -20.4% | -38.6% |
| YTD | +35.5% | -20.2% | +55.7% | +36.2% |
| 1Y | +43.0% | -23.7% | +66.8% | +44.0% |
| 3Y | +196.3% | -31.6% | +227.9% | +190.6% |
| All | +196.3% | -31.5% | +227.7% | +190.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling