+109.8%
TEM vs MTSI
+123.3%
-13.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +9.0% | +2.0% | +7.2% |
| 7D | +7.6% | +3.5% | +4.1% | +5.4% |
| 30D | +19.0% | -30.3% | +49.4% | +36.3% |
| 3M | +62.2% | -26.0% | +88.2% | +75.8% |
| 6M | +69.4% | -36.1% | +105.4% | +90.8% |
| YTD | +43.0% | +34.3% | +8.7% | -4.9% |
| 1Y | +18.0% | +35.3% | -17.3% | -22.3% |
| All | +109.8% | +123.3% | -13.5% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling