+75.0%
TEM vs MAS
+25.4%
+49.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.4% | -3.4% | -4.5% |
| 7D | -9.5% | +4.6% | -14.1% | -12.3% |
| 30D | -2.2% | +19.9% | -22.0% | -14.2% |
| 3M | +50.8% | +8.9% | +41.9% | +41.1% |
| 6M | +30.3% | +20.2% | +10.1% | +11.6% |
| YTD | +19.3% | +33.9% | -14.6% | -12.0% |
| 1Y | -14.4% | +34.7% | -49.0% | -37.4% |
| All | +75.0% | +25.4% | +49.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling