+109.8%
TEM vs MSI
+45.8%
+64.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.6% | +8.4% | +9.7% |
| 7D | +7.6% | +8.3% | -0.7% | +3.0% |
| 30D | +19.0% | +18.9% | +0.2% | +8.0% |
| 3M | +62.2% | +13.2% | +49.0% | +51.1% |
| 6M | +69.4% | +38.3% | +31.1% | +37.5% |
| YTD | +43.0% | +38.9% | +4.1% | +10.2% |
| 1Y | +18.0% | +36.7% | -18.7% | -7.7% |
| All | +109.8% | +45.8% | +64.0% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling