-2.1%
MA vs TSEM
+241.4%
-243.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.5% |
| 7D | -1.8% | +10.4% | -12.2% | -1.1% |
| 30D | +1.4% | -12.9% | +14.3% | +0.7% |
| 3M | +17.7% | -9.2% | +26.9% | +17.4% |
| 6M | +9.7% | +98.8% | -89.1% | +9.7% |
| YTD | +0.5% | +87.2% | -86.7% | 0.0% |
| 1Y | -2.1% | +239.0% | -241.0% | -4.0% |
| All | -2.1% | +241.4% | -243.5% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling