+183.6%
MTSI vs ACM
-2.7%
+186.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.8% | +10.8% |
| 7D | -10.0% | +5.4% | -15.4% | -12.2% |
| 30D | -37.2% | +15.1% | -52.3% | -41.6% |
| 3M | -30.1% | -10.5% | -19.6% | -26.8% |
| 6M | -31.9% | -19.7% | -12.2% | -24.8% |
| YTD | +23.2% | -28.8% | +52.0% | +44.0% |
| 1Y | +26.4% | -47.9% | +74.3% | +85.3% |
| 3Y | +186.2% | -12.4% | +198.5% | +166.8% |
| All | +183.6% | -2.7% | +186.3% | +132.6% |
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 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