-24.4%
TEM vs MSTU
-93.7%
+69.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.4% | +0.8% | -3.7% |
| 7D | -1.1% | +12.9% | -14.0% | -4.0% |
| 30D | +11.3% | +68.3% | -57.0% | 0.0% |
| 3M | +25.5% | +0.4% | +25.2% | +18.9% |
| 6M | +17.1% | -41.5% | +58.6% | +17.2% |
| YTD | +3.8% | -61.7% | +65.5% | +6.5% |
| 1Y | -24.4% | -93.7% | +69.3% | +15.1% |
| All | -24.4% | -93.7% | +69.4% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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