+19.4%
TEM vs MSTZ
-99.2%
+118.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.1% | -3.5% |
| 7D | -1.1% | -23.6% | +22.5% | -4.8% |
| 30D | +11.3% | -60.7% | +72.0% | -3.1% |
| 3M | +25.5% | -58.3% | +83.8% | +15.8% |
| 6M | +17.1% | -60.0% | +77.1% | +14.1% |
| YTD | +3.8% | -75.2% | +79.0% | +0.7% |
| 1Y | -24.4% | -19.9% | -4.5% | +4.6% |
| All | +19.4% | -99.2% | +118.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling