-2.5%
MS vs TEM
+25.7%
-28.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -6.9% | +0.9% | -5.4% |
| 7D | -3.4% | -9.5% | +6.1% | -2.7% |
| 30D | -3.9% | -2.2% | -1.8% | -3.8% |
| 3M | -15.9% | +50.8% | -66.7% | -19.6% |
| 6M | -2.5% | +30.3% | -32.7% | -5.1% |
| All | -2.5% | +25.7% | -28.1% | -5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling