+59.7%
TEM vs MSI
+27.5%
+32.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | +3.2% | -5.8% | +9.0% | +6.8% |
| 30D | +23.5% | -1.0% | +24.5% | +24.2% |
| 3M | +32.3% | +14.2% | +18.2% | +20.9% |
| 6M | +23.0% | +1.0% | +22.0% | +22.0% |
| YTD | +8.9% | +21.5% | -12.6% | -9.5% |
| 1Y | -19.9% | -2.1% | -17.7% | -16.4% |
| All | +59.7% | +27.5% | +32.2% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling