+502.4%
MTSI vs ACWI
+225.4%
+277.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -0.6% |
| 7D | +29.1% | +2.7% | +26.4% | +23.7% |
| 30D | -20.4% | -2.6% | -17.8% | -14.9% |
| 3M | -20.9% | -3.2% | -17.7% | -14.2% |
| 6M | -32.3% | +1.9% | -34.1% | -31.5% |
| YTD | +43.5% | +11.3% | +32.1% | +25.0% |
| 1Y | +43.8% | +11.7% | +32.1% | +25.2% |
| 3Y | +218.8% | +74.4% | +144.4% | +38.1% |
| 5Y | +228.3% | +59.5% | +168.9% | +69.6% |
| All | +502.4% | +225.4% | +277.0% | +6.0% |
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