-13.7%
TEL vs MTSI
+38.8%
-52.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | -2.1% |
| 7D | -2.8% | -10.0% | +7.2% | -0.9% |
| 30D | -4.1% | -37.2% | +33.1% | +5.4% |
| 3M | -3.4% | -30.1% | +26.7% | +3.1% |
| 6M | -3.5% | -31.9% | +28.4% | +1.1% |
| YTD | -8.0% | +23.2% | -31.2% | -23.6% |
| 1Y | -13.7% | +26.4% | -40.1% | -29.3% |
| All | -13.7% | +38.8% | -52.5% | -29.3% |
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 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