+451.3%
MTSI vs ACWI
+219.0%
+232.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | 0.0% | +10.9% | +10.9% |
| 7D | -10.0% | -2.4% | -7.6% | -5.2% |
| 30D | -37.2% | -5.2% | -32.0% | -29.8% |
| 3M | -30.1% | -4.8% | -25.2% | -22.0% |
| 6M | -31.9% | -1.3% | -30.6% | -27.6% |
| YTD | +23.2% | +8.4% | +14.8% | +12.1% |
| 1Y | +26.4% | +11.0% | +15.4% | +10.9% |
| 3Y | +186.2% | +70.6% | +115.6% | +28.6% |
| 5Y | +187.0% | +55.3% | +131.7% | +54.9% |
| All | +451.3% | +219.0% | +232.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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