+103.1%
MS vs TEM
+90.1%
+13.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.0% | -8.5% | -1.5% |
| 7D | -1.6% | +5.3% | -6.9% | -2.2% |
| 30D | -3.8% | +8.1% | -11.9% | -4.9% |
| 3M | -14.6% | +64.9% | -79.5% | -20.9% |
| 6M | -5.1% | +42.1% | -47.2% | -10.9% |
| YTD | +4.5% | +28.8% | -24.3% | -1.4% |
| 1Y | +13.5% | +5.5% | +8.1% | +9.5% |
| All | +103.1% | +90.1% | +13.0% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling