+183.6%
MTSI vs ACI
-43.3%
+226.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -3.4% | +14.2% | +10.6% |
| 7D | -10.0% | -2.2% | -7.8% | -10.0% |
| 30D | -37.2% | +10.3% | -47.5% | -36.9% |
| 3M | -30.1% | +7.2% | -37.2% | -29.8% |
| 6M | -31.9% | -18.0% | -13.9% | -31.3% |
| YTD | +23.2% | -22.0% | +45.2% | +24.2% |
| 1Y | +26.4% | -23.4% | +49.8% | +27.6% |
| 3Y | +186.2% | -35.8% | +222.0% | +190.8% |
| All | +183.6% | -43.3% | +226.9% | +184.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling