-45.3%
TE vs MTSI
+35.9%
-81.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.5% | +1.0% |
| 7D | -19.1% | +10.0% | -29.1% | -25.2% |
| 30D | -34.1% | -20.3% | -13.8% | -24.1% |
| 3M | -60.1% | -24.4% | -35.7% | -53.2% |
| 6M | -66.0% | -39.2% | -26.8% | -52.0% |
| YTD | -71.4% | +35.5% | -106.9% | -77.9% |
| 1Y | -45.3% | +43.0% | -88.3% | -60.6% |
| All | -45.3% | +35.9% | -81.2% | -60.6% |
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