+468.8%
MTSI vs ACWI
+224.5%
+244.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.1% |
| 7D | +10.0% | +2.4% | +7.5% | +5.9% |
| 30D | -20.3% | -1.7% | -18.7% | -16.3% |
| 3M | -24.4% | -3.9% | -20.5% | -16.8% |
| 6M | -39.2% | +0.8% | -40.0% | -37.4% |
| YTD | +35.5% | +11.0% | +24.4% | +18.7% |
| 1Y | +43.0% | +13.1% | +29.9% | +21.8% |
| 3Y | +196.3% | +73.9% | +122.4% | +29.0% |
| 5Y | +210.0% | +59.0% | +151.0% | +61.0% |
| All | +468.8% | +224.5% | +244.3% | +0.6% |
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