+159.0%
MTSI vs ACM
+1.8%
+157.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -2.2% | -16.2% | -17.3% |
| 7D | -24.6% | +5.1% | -29.6% | -26.3% |
| 30D | -45.7% | +11.5% | -57.2% | -48.7% |
| 3M | -27.7% | -10.5% | -17.3% | -24.4% |
| 6M | -37.3% | -20.4% | -16.9% | -30.3% |
| YTD | +11.1% | -28.9% | +40.0% | +29.9% |
| 1Y | +27.2% | -48.7% | +75.9% | +88.6% |
| 3Y | +153.7% | -12.5% | +166.2% | +136.8% |
| 5Y | +159.0% | +0.5% | +158.5% | +111.4% |
| All | +159.0% | +1.8% | +157.2% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling