-2.3%
MDB vs TSEM
+672.8%
-675.1%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.8% | -11.9% | -5.6% |
| 7D | -17.4% | +6.9% | -24.3% | -18.7% |
| 30D | -2.0% | +5.3% | -7.3% | -3.7% |
| 3M | -3.0% | -14.9% | +11.9% | -2.6% |
| 6M | +48.7% | +80.0% | -31.4% | +11.9% |
| YTD | -12.1% | +89.4% | -101.5% | -35.4% |
| 1Y | +14.5% | +253.1% | -238.6% | -34.5% |
| All | -2.3% | +672.8% | -675.1% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling