+454.5%
TEAM vs MTSI
+539.0%
-84.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +10.3% | -7.7% | +0.1% |
| 7D | -19.7% | +7.2% | -26.9% | -21.9% |
| 30D | -26.6% | -18.4% | -8.2% | -24.1% |
| 3M | -1.1% | -16.7% | +15.6% | 0.0% |
| 6M | +74.6% | -31.7% | +106.3% | +79.2% |
| YTD | -6.0% | +45.9% | -51.9% | -26.3% |
| 1Y | -3.2% | +47.0% | -50.2% | -24.5% |
| 3Y | -13.5% | +224.1% | -237.6% | -49.4% |
| 5Y | -65.5% | +238.5% | -304.0% | -80.3% |
| 10Y | +454.5% | +512.7% | -58.2% | +129.1% |
| All | +454.5% | +539.0% | -84.5% | +129.1% |
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