-53.2%
TE vs MTSI
+915.3%
-968.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | -0.5% |
| 7D | -4.0% | +1.4% | -5.4% | -4.6% |
| 30D | -15.9% | +2.1% | -18.0% | -17.6% |
| 3M | -60.5% | -29.7% | -30.8% | -52.2% |
| 6M | -35.2% | +12.5% | -47.7% | -37.4% |
| YTD | -31.1% | +57.0% | -88.2% | -42.9% |
| 1Y | +148.6% | +103.9% | +44.7% | +82.7% |
| 3Y | -26.4% | +223.6% | -250.0% | -53.9% |
| 5Y | -48.0% | +321.6% | -369.6% | -70.1% |
| All | -53.2% | +915.3% | -968.4% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling