+25.3%
TEM vs MSTU
-86.5%
+111.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.6% | +8.1% | +1.4% |
| 7D | +3.2% | +16.1% | -12.9% | -1.2% |
| 30D | +23.5% | +68.7% | -45.1% | +7.9% |
| 3M | +32.3% | -11.0% | +43.3% | +27.1% |
| 6M | +23.0% | -33.4% | +56.4% | +21.1% |
| YTD | +8.9% | -59.5% | +68.4% | +10.4% |
| 1Y | -19.9% | -93.4% | +73.5% | +20.9% |
| All | +25.3% | -86.5% | +111.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling