+641.7%
TEL vs MTSI
+1,308.1%
-666.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.2% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | -3.9% | +2.1% | -6.0% | -4.9% |
| 3M | -5.1% | -29.7% | +24.6% | +1.7% |
| 6M | +0.6% | +12.5% | -11.9% | -4.5% |
| YTD | -7.3% | +57.0% | -64.3% | -19.2% |
| 1Y | +1.1% | +103.9% | -102.8% | -17.6% |
| 3Y | +63.7% | +223.6% | -159.9% | +16.5% |
| 5Y | +50.7% | +321.6% | -270.9% | -0.3% |
| 10Y | +290.2% | +517.7% | -227.5% | +108.1% |
| All | +641.7% | +1,308.1% | -666.4% | +228.3% |
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 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