-65.3%
TEAM vs MTSI
+183.3%
-248.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +10.8% | -27.0% | -19.1% |
| 7D | -19.8% | -10.0% | -9.9% | -18.3% |
| 30D | -21.5% | -37.2% | +15.7% | -12.1% |
| 3M | +39.5% | -30.1% | +69.5% | +48.8% |
| 6M | +73.1% | -31.9% | +105.0% | +73.2% |
| YTD | -5.2% | +23.2% | -28.4% | -33.8% |
| 1Y | -1.6% | +26.4% | -28.0% | -32.9% |
| 3Y | -11.4% | +186.2% | -197.6% | -69.3% |
| All | -65.3% | +183.3% | -248.6% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling