+802.8%
TEAM vs MTSI
+661.0%
+141.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.5% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +67.3% | +2.1% | +65.2% | +64.5% |
| 3M | +86.8% | -29.7% | +116.5% | +99.0% |
| 6M | +146.8% | +12.5% | +134.3% | +120.6% |
| YTD | +16.9% | +57.0% | -40.1% | -8.0% |
| 1Y | +12.8% | +103.9% | -91.1% | -19.9% |
| 3Y | -7.3% | +223.6% | -230.8% | -44.8% |
| 5Y | -50.7% | +321.6% | -372.3% | -73.0% |
| 10Y | +529.8% | +517.7% | +12.1% | +159.2% |
| All | +802.8% | +661.0% | +141.7% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling