+5.5%
TEM vs MTSI
+38.8%
-33.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.8% | -2.9% | +5.9% |
| 7D | +5.3% | -10.0% | +15.3% | +6.9% |
| 30D | +8.1% | -37.2% | +45.3% | +15.5% |
| 3M | +64.9% | -30.1% | +95.0% | +71.9% |
| 6M | +42.1% | -31.9% | +74.0% | +44.6% |
| YTD | +28.8% | +23.2% | +5.6% | +0.3% |
| 1Y | +5.5% | +26.4% | -20.9% | -19.7% |
| All | +5.5% | +38.8% | -33.3% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling