+111.8%
MS vs TEM
+89.7%
+22.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.2% |
| 7D | +3.7% | +7.8% | -4.1% | +2.7% |
| 30D | +2.0% | +11.2% | -9.3% | +0.4% |
| 3M | -12.6% | +39.0% | -51.5% | -17.1% |
| 6M | -0.3% | +61.6% | -61.9% | -7.9% |
| YTD | +9.0% | +28.5% | -19.5% | +2.8% |
| 1Y | +13.9% | +6.7% | +7.1% | +9.6% |
| All | +111.8% | +89.7% | +22.1% | +84.0% |
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