+77.9%
TEM vs MTSI
+125.3%
-47.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -5.6% | -0.1% | -3.3% |
| 7D | -5.9% | +10.0% | -15.8% | -9.6% |
| 30D | +4.8% | -20.3% | +25.1% | +13.3% |
| 3M | +31.9% | -24.4% | +56.3% | +41.6% |
| 6M | +56.0% | -39.2% | +95.2% | +80.9% |
| YTD | +21.3% | +35.5% | -14.2% | -19.9% |
| 1Y | +5.4% | +43.0% | -37.6% | -33.1% |
| All | +77.9% | +125.3% | -47.4% | -27.9% |
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