+51.6%
TEL vs MTSI
+320.9%
-269.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.5% |
| 7D | +3.0% | +1.4% | +1.6% | +2.5% |
| 30D | -3.9% | +2.1% | -6.0% | -5.4% |
| 3M | -5.1% | -29.7% | +24.6% | +4.8% |
| 6M | +0.6% | +12.5% | -11.9% | -7.8% |
| YTD | -7.3% | +57.0% | -64.3% | -25.6% |
| 1Y | +1.1% | +103.9% | -102.8% | -27.2% |
| 3Y | +63.7% | +223.6% | -159.9% | -9.5% |
| All | +51.6% | +320.9% | -269.3% | -32.0% |
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