+752.5%
MTSI vs ACI
+25.9%
+726.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +2.1% | +5.9% | -3.8% | +2.1% |
| 3M | -29.7% | -19.8% | -10.0% | -29.5% |
| 6M | +12.5% | -24.7% | +37.3% | +12.9% |
| YTD | +57.0% | -24.4% | +81.4% | +57.5% |
| 1Y | +103.9% | -31.5% | +135.4% | +105.3% |
| 3Y | +223.6% | -38.7% | +262.3% | +226.0% |
| 5Y | +321.6% | -42.8% | +364.4% | +321.2% |
| All | +752.5% | +25.9% | +726.6% | +698.2% |
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 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