+61.7%
TEAM vs MTSI
-29.2%
+91.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -18.4% | +14.9% | -3.2% |
| 7D | -10.2% | -24.6% | +14.4% | -10.3% |
| 30D | -5.5% | -45.7% | +40.2% | -9.8% |
| 3M | +61.7% | -27.7% | +89.5% | +64.3% |
| All | +61.7% | -29.2% | +91.0% | +64.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling