+12.2%
TEM vs MSI
+36.5%
-24.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | +3.5% | +7.4% | -3.9% | +3.7% |
| 30D | +13.5% | +18.7% | -5.2% | +13.5% |
| 3M | +46.3% | +14.5% | +31.8% | +46.5% |
| 6M | +61.5% | +38.1% | +23.4% | +60.7% |
| YTD | +36.4% | +38.7% | -2.3% | +44.0% |
| 1Y | +12.2% | +35.4% | -23.2% | +28.1% |
| All | +12.2% | +36.5% | -24.3% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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