+97.3%
TEM vs MTSI
+142.6%
-45.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.3% | -11.7% | -5.7% |
| 7D | +5.1% | +7.2% | -2.1% | +1.2% |
| 30D | +16.8% | -18.4% | +35.3% | +24.9% |
| 3M | +42.6% | -16.7% | +59.3% | +46.6% |
| 6M | +63.9% | -31.7% | +95.6% | +79.6% |
| YTD | +34.5% | +45.9% | -11.4% | -13.9% |
| 1Y | +11.0% | +47.0% | -36.0% | -29.4% |
| All | +97.3% | +142.6% | -45.2% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling