+471.4%
MTSI vs ACM
+147.1%
+324.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +6.1% |
| 7D | +3.5% | +6.9% | -3.4% | 0.0% |
| 30D | -30.3% | +19.1% | -49.4% | -37.0% |
| 3M | -26.0% | -6.9% | -19.1% | -24.4% |
| 6M | -36.1% | -12.0% | -24.1% | -33.4% |
| YTD | +34.3% | -25.1% | +59.4% | +51.5% |
| 1Y | +35.3% | -45.4% | +80.7% | +85.9% |
| 3Y | +217.6% | -6.9% | +224.5% | +204.7% |
| 5Y | +210.1% | +3.7% | +206.4% | +177.2% |
| 10Y | +471.4% | +135.8% | +335.6% | +218.5% |
| All | +471.4% | +147.1% | +324.3% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling