-79.7%
TE vs MTSI
+183.3%
-263.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.3% | -4.6% |
| 7D | -12.6% | -10.0% | -2.6% | -5.5% |
| 30D | -36.7% | -37.2% | +0.5% | -11.9% |
| 3M | -57.5% | -30.1% | -27.4% | -46.9% |
| 6M | -55.2% | -31.9% | -23.3% | -41.6% |
| YTD | -64.7% | +23.2% | -87.8% | -71.4% |
| 1Y | -35.9% | +26.4% | -62.3% | -48.5% |
| 3Y | -31.8% | +186.2% | -217.9% | -72.6% |
| All | -79.7% | +183.3% | -263.0% | -91.7% |
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