+935.2%
MDB vs TSEM
+369.2%
+566.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.3% |
| 7D | -1.0% | -9.5% | +8.5% | +1.5% |
| 30D | -14.0% | -35.5% | +21.5% | -3.6% |
| 3M | -20.3% | -41.6% | +21.2% | -9.6% |
| 6M | +10.9% | -30.1% | +40.9% | +12.1% |
| YTD | -20.9% | +25.7% | -46.6% | -36.8% |
| 1Y | -11.2% | +50.5% | -61.7% | -33.7% |
| 3Y | -11.9% | +501.7% | -513.6% | -62.0% |
| 5Y | -40.2% | +310.9% | -351.1% | -70.7% |
| All | +935.2% | +369.2% | +566.0% | +303.2% |
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