-25.8%
TE vs MTSI
+59.5%
-85.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.8% |
| 7D | +3.8% | -10.7% | +14.5% | +12.4% |
| 30D | -26.2% | -29.0% | +2.8% | -6.8% |
| 3M | -49.7% | -14.7% | -35.0% | -47.0% |
| 6M | -46.5% | -20.1% | -26.4% | -35.8% |
| YTD | -59.1% | +36.1% | -95.2% | -65.5% |
| 1Y | -25.8% | +61.7% | -87.6% | -43.6% |
| All | -25.8% | +59.5% | -85.3% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling