+25.3%
TEM vs MSTZ
-99.2%
+124.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | +1.2% |
| 7D | +3.2% | -25.4% | +28.6% | -1.2% |
| 30D | +23.5% | -60.9% | +84.4% | +7.3% |
| 3M | +32.3% | -54.2% | +86.5% | +24.6% |
| 6M | +23.0% | -65.0% | +88.0% | +16.5% |
| YTD | +8.9% | -76.5% | +85.4% | +4.4% |
| 1Y | -19.9% | -23.4% | +3.5% | +9.7% |
| All | +25.3% | -99.2% | +124.5% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling