+210.1%
MTSI vs ACM
+3.6%
+206.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.2% | +3.8% | +6.4% |
| 7D | +3.5% | +6.9% | -3.4% | +0.4% |
| 30D | -30.3% | +19.1% | -49.4% | -36.2% |
| 3M | -26.0% | -6.9% | -19.1% | -23.9% |
| 6M | -36.1% | -12.0% | -24.1% | -32.7% |
| YTD | +34.3% | -25.1% | +59.4% | +53.2% |
| 1Y | +35.3% | -45.4% | +80.7% | +94.2% |
| 3Y | +217.6% | -6.9% | +224.5% | +186.6% |
| 5Y | +210.1% | +3.7% | +206.4% | +148.7% |
| All | +210.1% | +3.6% | +206.5% | +148.7% |
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