+467.0%
TEAM vs MTSI
+512.4%
-45.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | -1.4% |
| 7D | -17.2% | +3.5% | -20.7% | -18.8% |
| 30D | -25.1% | -30.3% | +5.2% | -19.5% |
| 3M | +3.9% | -26.0% | +29.9% | +8.1% |
| 6M | +69.1% | -36.1% | +105.2% | +76.2% |
| YTD | -4.5% | +34.3% | -38.7% | -23.5% |
| 1Y | -1.9% | +35.3% | -37.1% | -21.9% |
| 3Y | -9.3% | +217.6% | -227.0% | -46.9% |
| 5Y | -65.2% | +210.1% | -275.3% | -79.7% |
| 10Y | +467.0% | +471.4% | -4.4% | +136.9% |
| All | +467.0% | +512.4% | -45.4% | +136.9% |
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