-33.5%
TEM vs MSTZ
-18.6%
-15.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.2% | -0.2% |
| 7D | -8.7% | +17.0% | -25.7% | -5.9% |
| 30D | +8.1% | -61.8% | +69.8% | -3.6% |
| 3M | +19.0% | -54.6% | +73.6% | +12.8% |
| 6M | +12.0% | -59.3% | +71.3% | +9.5% |
| YTD | -0.1% | -74.6% | +74.5% | -1.0% |
| 1Y | -33.5% | -18.8% | -14.7% | -7.8% |
| All | -33.5% | -18.6% | -15.0% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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