-27.8%
TE vs MTSI
+224.7%
-252.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | -1.4% |
| 7D | -4.0% | +1.4% | -5.4% | -5.0% |
| 30D | -15.9% | +2.1% | -18.0% | -19.1% |
| 3M | -60.5% | -29.7% | -30.8% | -47.8% |
| 6M | -35.2% | +12.5% | -47.7% | -40.3% |
| YTD | -31.1% | +57.0% | -88.2% | -51.0% |
| 1Y | +148.6% | +103.9% | +44.7% | +42.9% |
| All | -27.8% | +224.7% | -252.5% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling