-82.0%
TE vs MTSI
+231.3%
-313.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.6% | -5.9% | -6.3% |
| 7D | -13.6% | +29.1% | -42.7% | -29.6% |
| 30D | -37.7% | -20.4% | -17.3% | -28.0% |
| 3M | -59.8% | -20.9% | -38.9% | -54.5% |
| 6M | -66.3% | -32.3% | -34.1% | -56.2% |
| YTD | -70.5% | +43.5% | -114.0% | -78.9% |
| 1Y | -48.8% | +43.8% | -92.6% | -63.1% |
| 3Y | +31.3% | +218.8% | -187.4% | -51.0% |
| 5Y | -82.0% | +228.3% | -310.4% | -93.4% |
| All | -82.0% | +231.3% | -313.3% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling