-11.2%
MDB vs TSEM
+69.7%
-80.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +1.8% |
| 7D | -1.0% | -9.5% | +8.5% | -0.1% |
| 30D | -14.0% | -35.5% | +21.5% | -10.9% |
| 3M | -20.3% | -41.6% | +21.2% | -17.1% |
| 6M | +10.9% | -30.1% | +40.9% | +9.9% |
| YTD | -20.9% | +25.7% | -46.6% | -33.9% |
| 1Y | -11.2% | +50.5% | -61.7% | -32.5% |
| All | -11.2% | +69.7% | -80.9% | -32.5% |
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