-50.3%
TEAM vs MTSI
+320.9%
-371.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.7% |
| 7D | -0.4% | +1.4% | -1.8% | -0.9% |
| 30D | +67.3% | +2.1% | +65.2% | +63.7% |
| 3M | +86.8% | -29.7% | +116.5% | +102.9% |
| 6M | +146.8% | +12.5% | +134.3% | +106.3% |
| YTD | +16.9% | +57.0% | -40.1% | -20.9% |
| 1Y | +12.8% | +103.9% | -91.1% | -36.5% |
| 3Y | -7.3% | +223.6% | -230.8% | -65.5% |
| All | -50.3% | +320.9% | -371.2% | -85.0% |
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