+100.1%
TEM vs MTSI
+119.9%
-19.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.0% |
| 7D | +3.5% | -3.8% | +7.3% | +4.7% |
| 30D | +13.5% | -31.4% | +44.9% | +30.9% |
| 3M | +46.3% | -23.8% | +70.0% | +56.4% |
| 6M | +61.5% | -37.1% | +98.6% | +83.2% |
| YTD | +36.4% | +32.2% | +4.2% | -8.7% |
| 1Y | +12.2% | +26.9% | -14.7% | -22.9% |
| All | +100.1% | +119.9% | -19.8% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling