+452.0%
TEAM vs MTSI
+498.4%
-46.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -16.9% | +29.1% | -46.0% | -22.5% |
| 30D | -26.8% | -20.4% | -6.4% | -23.9% |
| 3M | -1.9% | -20.9% | +19.0% | +0.5% |
| 6M | +79.2% | -32.3% | +111.4% | +84.1% |
| YTD | -6.1% | +43.5% | -49.6% | -26.0% |
| 1Y | -2.1% | +43.8% | -45.9% | -23.2% |
| 3Y | -13.6% | +218.8% | -232.4% | -49.3% |
| 5Y | -65.8% | +228.3% | -294.1% | -80.4% |
| All | +452.0% | +498.4% | -46.4% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling