+110.0%
MS vs TEM
+101.4%
+8.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.9% | +0.8% |
| 7D | +0.8% | +3.5% | -2.7% | +0.3% |
| 30D | -0.7% | +13.5% | -14.2% | -2.4% |
| 3M | -12.4% | +46.3% | -58.6% | -17.4% |
| 6M | -1.7% | +61.5% | -63.3% | -9.2% |
| YTD | +8.0% | +36.4% | -28.3% | +1.2% |
| 1Y | +16.2% | +12.2% | +4.0% | +11.2% |
| All | +110.0% | +101.4% | +8.6% | +81.2% |
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