+12.8%
TEAM vs MTSI
+105.1%
-92.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -1.7% |
| 7D | -0.4% | +1.4% | -1.8% | 0.0% |
| 30D | +67.3% | +2.1% | +65.2% | +69.8% |
| 3M | +86.8% | -29.7% | +116.5% | +75.3% |
| 6M | +146.8% | +12.5% | +134.3% | +150.6% |
| YTD | +16.9% | +57.0% | -40.1% | +18.3% |
| 1Y | +12.8% | +103.9% | -91.1% | +11.5% |
| All | +12.8% | +105.1% | -92.3% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling