+460.1%
TEAM vs MTSI
+448.7%
+11.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.8% | -27.0% | -18.7% |
| 7D | -19.8% | -10.0% | -9.9% | -18.6% |
| 30D | -21.5% | -37.2% | +15.7% | -13.5% |
| 3M | +39.5% | -30.1% | +69.5% | +47.4% |
| 6M | +73.1% | -31.9% | +105.0% | +75.9% |
| YTD | -5.2% | +23.2% | -28.4% | -22.4% |
| 1Y | -1.6% | +26.4% | -28.0% | -20.4% |
| 3Y | -11.4% | +186.2% | -197.6% | -46.7% |
| 5Y | -65.1% | +187.0% | -252.1% | -79.2% |
| All | +460.1% | +448.7% | +11.3% | +137.6% |
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