+47.0%
MTSI vs ACM
-45.3%
+92.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.9% | +10.3% |
| 7D | +7.2% | +3.0% | +4.2% | +7.1% |
| 30D | -18.4% | +19.7% | -38.1% | -17.8% |
| 3M | -16.7% | +5.3% | -22.0% | -15.9% |
| 6M | -31.7% | -10.8% | -20.9% | -29.6% |
| YTD | +45.9% | -25.1% | +71.0% | +51.4% |
| 1Y | +47.0% | -45.8% | +92.8% | +58.2% |
| All | +47.0% | -45.3% | +92.2% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling