+50.9%
MA vs TEM
+79.0%
-28.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.7% | +7.0% | +1.5% |
| 7D | +1.3% | -5.9% | +7.2% | +1.5% |
| 30D | +9.6% | +4.8% | +4.8% | +9.2% |
| 3M | +16.8% | +31.9% | -15.1% | +14.8% |
| 6M | +35.2% | +56.0% | -20.8% | +31.4% |
| YTD | +16.6% | +21.3% | -4.7% | +14.3% |
| 1Y | +19.8% | +5.4% | +14.4% | +18.2% |
| All | +50.9% | +79.0% | -28.1% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling