+17.0%
MA vs TEM
+6.3%
+10.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.2% | -1.1% |
| 7D | -0.5% | +7.8% | -8.3% | -0.7% |
| 30D | +7.9% | +11.2% | -3.3% | +7.7% |
| 3M | +16.8% | +39.0% | -22.2% | +16.0% |
| 6M | +31.0% | +61.6% | -30.7% | +29.0% |
| YTD | +15.0% | +28.5% | -13.5% | +14.6% |
| 1Y | +17.0% | +6.7% | +10.3% | +17.9% |
| All | +17.0% | +6.3% | +10.7% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling