+88.9%
TEM vs MTSI
+104.8%
-15.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.8% | -2.9% | +3.5% |
| 7D | +5.3% | -10.0% | +15.3% | +8.9% |
| 30D | +8.1% | -37.2% | +45.3% | +29.1% |
| 3M | +64.9% | -30.1% | +95.0% | +82.6% |
| 6M | +42.1% | -31.9% | +74.0% | +50.5% |
| YTD | +28.8% | +23.2% | +5.6% | -11.4% |
| 1Y | +5.5% | +26.4% | -20.9% | -29.0% |
| All | +88.9% | +104.8% | -15.9% | -20.2% |
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