-78.9%
TE vs MTSI
+755.0%
-833.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -8.8% |
| 7D | -26.9% | -3.8% | -23.0% | -25.6% |
| 30D | -38.9% | -31.4% | -7.6% | -26.8% |
| 3M | -61.0% | -23.8% | -37.3% | -56.4% |
| 6M | -66.4% | -37.1% | -29.3% | -57.6% |
| YTD | -69.0% | +32.2% | -101.2% | -72.5% |
| 1Y | -54.0% | +26.9% | -80.9% | -58.2% |
| 3Y | +38.0% | +193.7% | -155.7% | -9.3% |
| 5Y | -81.0% | +218.0% | -299.0% | -88.2% |
| All | -78.9% | +755.0% | -833.9% | -87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling