+455.4%
MTSI vs ACM
+132.1%
+323.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | -3.8% | +6.6% | -10.4% | -7.0% |
| 30D | -31.4% | +19.8% | -51.2% | -38.1% |
| 3M | -23.8% | -3.1% | -20.6% | -24.0% |
| 6M | -37.1% | -11.5% | -25.6% | -34.7% |
| YTD | +32.2% | -24.7% | +56.9% | +48.6% |
| 1Y | +26.9% | -45.1% | +72.0% | +73.9% |
| 3Y | +193.7% | -8.9% | +202.6% | +185.6% |
| 5Y | +218.0% | +5.4% | +212.7% | +181.4% |
| All | +455.4% | +132.1% | +323.3% | +199.2% |
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