+1.1%
TEL vs MTSI
+105.1%
-103.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.1% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | -3.9% | +2.1% | -6.0% | -4.7% |
| 3M | -5.1% | -29.7% | +24.6% | +2.4% |
| 6M | +0.6% | +12.5% | -11.9% | -6.2% |
| YTD | -7.3% | +57.0% | -64.3% | -21.0% |
| 1Y | +1.1% | +103.9% | -102.8% | -18.5% |
| All | +1.1% | +105.1% | -103.9% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling