+60.5%
TEM vs MTSI
+161.1%
-100.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -1.7% |
| 7D | +0.9% | +1.4% | -0.5% | +0.2% |
| 30D | +38.4% | +2.1% | +36.3% | +33.7% |
| 3M | +23.7% | -29.7% | +53.4% | +42.7% |
| 6M | +26.0% | +12.5% | +13.5% | +5.1% |
| YTD | +9.4% | +57.0% | -47.6% | -29.1% |
| 1Y | -17.3% | +103.9% | -121.2% | -57.7% |
| All | +60.5% | +161.1% | -100.6% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling