-14.4%
TEM vs MAS
+37.4%
-51.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.4% | -5.9% |
| 7D | -9.5% | +4.6% | -14.1% | -10.6% |
| 30D | -2.2% | +19.9% | -22.0% | -7.2% |
| 3M | +50.8% | +8.9% | +41.9% | +47.2% |
| 6M | +30.3% | +20.2% | +10.1% | +23.9% |
| YTD | +19.3% | +33.9% | -14.6% | +4.5% |
| 1Y | -14.4% | +34.7% | -49.0% | -25.2% |
| All | -14.4% | +37.4% | -51.8% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling