+92.3%
MA vs TSEM
+273.4%
-181.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.3% | -0.6% |
| 7D | +2.3% | -17.5% | +19.8% | +2.8% |
| 30D | +14.7% | -44.7% | +59.3% | +16.8% |
| 3M | +13.5% | -38.9% | +52.4% | +14.9% |
| 6M | +33.1% | -36.7% | +69.8% | +32.1% |
| YTD | +15.1% | +17.0% | -1.9% | +5.8% |
| 1Y | +18.7% | +62.8% | -44.1% | +4.2% |
| 3Y | +72.1% | +471.3% | -399.2% | +20.9% |
| All | +92.3% | +273.4% | -181.1% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling