+514.9%
MTSI vs ACM
+127.0%
+387.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.7% |
| 7D | +1.4% | -3.7% | +5.1% | +3.6% |
| 30D | +2.1% | -11.1% | +13.2% | +7.6% |
| 3M | -29.7% | -8.0% | -21.7% | -28.0% |
| 6M | +12.5% | -29.7% | +42.2% | +34.7% |
| YTD | +57.0% | -29.4% | +86.4% | +84.1% |
| 1Y | +103.9% | -46.4% | +150.4% | +182.8% |
| 3Y | +223.6% | -22.3% | +245.9% | +249.2% |
| 5Y | +321.6% | +4.5% | +317.1% | +276.2% |
| All | +514.9% | +127.0% | +387.9% | +231.1% |
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