+30.1%
MA vs TEM
+60.7%
-30.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -1.8% | +3.2% | -5.0% | -1.9% |
| 30D | +1.4% | +23.5% | -22.1% | +0.2% |
| 3M | +17.7% | +32.3% | -14.6% | +15.7% |
| 6M | +9.7% | +23.0% | -13.4% | +7.8% |
| YTD | +0.5% | +8.9% | -8.4% | -0.7% |
| 1Y | -2.1% | -19.9% | +17.8% | -2.1% |
| All | +30.1% | +60.7% | -30.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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