+238.5%
MTSI vs ACI
-41.8%
+280.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.4% | +11.7% | +10.2% |
| 7D | +7.2% | -5.3% | +12.5% | +6.8% |
| 30D | -18.4% | +5.0% | -23.5% | -18.2% |
| 3M | -16.7% | +7.5% | -24.2% | -16.3% |
| 6M | -31.7% | -16.0% | -15.7% | -31.1% |
| YTD | +45.9% | -20.6% | +66.5% | +47.2% |
| 1Y | +47.0% | -23.5% | +70.5% | +48.8% |
| 3Y | +224.1% | -32.1% | +256.2% | +228.3% |
| 5Y | +238.5% | -42.5% | +281.0% | +235.2% |
| All | +238.5% | -41.8% | +280.3% | +235.2% |
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