+503.3%
MTSI vs ACI
+34.5%
+468.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -3.6% | -14.7% | -18.5% |
| 7D | -24.6% | +3.5% | -28.1% | -24.5% |
| 30D | -45.7% | +16.8% | -62.5% | -45.5% |
| 3M | -27.7% | +13.1% | -40.9% | -27.5% |
| 6M | -37.3% | -15.6% | -21.7% | -36.9% |
| YTD | +11.1% | -19.2% | +30.4% | +11.8% |
| 1Y | +27.2% | -20.7% | +47.8% | +28.1% |
| 3Y | +153.7% | -33.4% | +187.0% | +156.3% |
| 5Y | +159.0% | -41.7% | +200.7% | +159.9% |
| All | +503.3% | +34.5% | +468.9% | +466.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling