+554.8%
MA vs TSEM
+879.4%
-324.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.9% | -10.4% | -1.1% |
| 7D | -0.3% | -2.0% | +1.6% | -0.4% |
| 30D | +11.3% | -33.4% | +44.7% | +17.2% |
| 3M | +16.7% | -39.7% | +56.4% | +23.8% |
| 6M | +32.8% | -27.8% | +60.6% | +30.9% |
| YTD | +15.6% | +29.7% | -14.1% | -2.7% |
| 1Y | +19.6% | +81.1% | -61.6% | -8.1% |
| 3Y | +72.1% | +529.3% | -457.2% | -11.1% |
| 5Y | +96.0% | +315.0% | -218.9% | +11.2% |
| 10Y | +554.8% | +865.7% | -310.9% | +166.0% |
| All | +554.8% | +879.4% | -324.6% | +166.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling