+451.3%
MTSI vs ACM
+155.0%
+296.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | +5.4% | -15.4% | -12.5% |
| 30D | -37.2% | +15.1% | -52.3% | -42.2% |
| 3M | -30.1% | -10.5% | -19.6% | -27.1% |
| 6M | -31.9% | -19.7% | -12.2% | -25.4% |
| YTD | +23.2% | -28.8% | +52.0% | +42.7% |
| 1Y | +26.4% | -47.9% | +74.3% | +77.7% |
| 3Y | +186.2% | -12.4% | +198.5% | +184.1% |
| 5Y | +187.0% | +0.6% | +186.5% | +161.1% |
| All | +451.3% | +155.0% | +296.3% | +207.6% |
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