+1,208.8%
MTSI vs ACWI
+359.0%
+849.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +1.4% | +0.5% | +0.9% | +0.6% |
| 30D | +2.1% | +0.9% | +1.2% | +0.8% |
| 3M | -29.7% | +2.4% | -32.1% | -31.3% |
| 6M | +12.5% | +12.4% | +0.2% | -4.6% |
| YTD | +57.0% | +15.2% | +41.9% | +27.9% |
| 1Y | +103.9% | +22.7% | +81.2% | +51.5% |
| 3Y | +223.6% | +75.8% | +147.8% | +43.6% |
| 5Y | +321.6% | +67.7% | +253.8% | +106.6% |
| 10Y | +517.7% | +229.0% | +288.7% | +31.1% |
| All | +1,208.8% | +359.0% | +849.7% | +106.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling