-11.4%
TEAM vs MTSI
+181.3%
-192.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.8% | -27.0% | -17.0% |
| 7D | -19.8% | -10.0% | -9.9% | -19.1% |
| 30D | -21.5% | -37.2% | +15.7% | -18.5% |
| 3M | +39.5% | -30.1% | +69.5% | +42.8% |
| 6M | +73.1% | -31.9% | +105.0% | +71.0% |
| YTD | -5.2% | +23.2% | -28.4% | -25.7% |
| 1Y | -1.6% | +26.4% | -28.0% | -24.1% |
| 3Y | -11.4% | +186.2% | -197.6% | -58.3% |
| All | -11.4% | +181.3% | -192.8% | -58.3% |
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 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