+502.4%
MTSI vs ACM
+131.3%
+371.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +29.1% | +5.1% | +24.0% | +25.6% |
| 30D | -20.4% | +18.7% | -39.1% | -28.1% |
| 3M | -20.9% | +15.5% | -36.4% | -28.6% |
| 6M | -32.3% | +1.2% | -33.5% | -34.9% |
| YTD | +43.5% | -25.2% | +68.7% | +62.3% |
| 1Y | +43.8% | -46.3% | +90.1% | +101.5% |
| 3Y | +218.8% | -9.6% | +228.3% | +210.3% |
| 5Y | +228.3% | +4.4% | +223.9% | +190.1% |
| All | +502.4% | +131.3% | +371.0% | +216.5% |
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