-35.9%
TE vs MTSI
+38.8%
-74.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.3% | -4.8% |
| 7D | -12.6% | -10.0% | -2.6% | -5.3% |
| 30D | -36.7% | -37.2% | +0.5% | -10.9% |
| 3M | -57.5% | -30.1% | -27.4% | -46.7% |
| 6M | -55.2% | -31.9% | -23.3% | -39.9% |
| YTD | -64.7% | +23.2% | -87.8% | -73.1% |
| 1Y | -35.9% | +26.4% | -62.3% | -52.6% |
| All | -35.9% | +38.8% | -74.7% | -52.6% |
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