+280.7%
TEL vs MTSI
+448.7%
-168.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -2.4% |
| 7D | -2.8% | -10.0% | +7.2% | -0.8% |
| 30D | -4.1% | -37.2% | +33.1% | +6.6% |
| 3M | -3.4% | -30.1% | +26.7% | +3.7% |
| 6M | -3.5% | -31.9% | +28.4% | +2.2% |
| YTD | -8.0% | +23.2% | -31.2% | -17.1% |
| 1Y | -13.7% | +26.4% | -40.1% | -22.8% |
| 3Y | +71.9% | +186.2% | -114.2% | +20.6% |
| 5Y | +40.9% | +187.0% | -146.2% | -3.4% |
| All | +280.7% | +448.7% | -168.0% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling