+21.7%
TE vs MTSI
+226.9%
-205.2%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.4% | -4.7% |
| 7D | -22.0% | +7.2% | -29.2% | -26.8% |
| 30D | -33.6% | -18.4% | -15.2% | -24.7% |
| 3M | -61.1% | -16.7% | -44.4% | -57.8% |
| 6M | -64.7% | -31.7% | -33.0% | -54.3% |
| YTD | -68.1% | +45.9% | -114.0% | -77.4% |
| 1Y | -51.7% | +47.0% | -98.7% | -65.7% |
| All | +21.7% | +226.9% | -205.2% | -48.3% |
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