+5.6%
TEAM vs MTSI
+153.8%
-148.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -18.4% | +14.9% | -1.7% |
| 7D | -10.2% | -24.6% | +14.4% | -7.9% |
| 30D | -5.5% | -45.7% | +40.2% | -0.6% |
| 3M | +61.7% | -27.7% | +89.5% | +64.4% |
| 6M | +98.5% | -37.3% | +135.8% | +96.8% |
| YTD | +13.0% | +11.1% | +1.9% | -10.5% |
| 1Y | +13.5% | +27.2% | -13.7% | -16.1% |
| All | +5.6% | +153.8% | -148.2% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling