+568.4%
MA vs TSEM
+839.5%
-271.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.5% | +0.9% |
| 7D | +1.8% | -9.5% | +11.3% | +3.0% |
| 30D | +11.8% | -35.5% | +47.3% | +18.2% |
| 3M | +17.2% | -41.6% | +58.7% | +24.9% |
| 6M | +33.4% | -30.1% | +63.4% | +32.1% |
| YTD | +16.1% | +25.7% | -9.6% | -1.8% |
| 1Y | +19.9% | +50.5% | -30.5% | -3.5% |
| 3Y | +70.1% | +501.7% | -431.6% | -11.3% |
| 5Y | +89.6% | +310.9% | -221.3% | +7.3% |
| 10Y | +568.4% | +849.8% | -281.4% | +175.2% |
| All | +568.4% | +839.5% | -271.1% | +175.2% |
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