-24.5%
MDB vs TSEM
+657.2%
-681.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.1% | -2.3% | -3.2% |
| 7D | -18.0% | +10.4% | -28.4% | -20.2% |
| 30D | -10.7% | -12.9% | +2.2% | -8.3% |
| 3M | +1.0% | -9.2% | +10.2% | -0.5% |
| 6M | +31.6% | +98.8% | -67.1% | -6.0% |
| YTD | -15.2% | +87.2% | -102.4% | -38.6% |
| 1Y | +10.1% | +239.0% | -228.8% | -37.3% |
| 3Y | -5.6% | +679.5% | -685.1% | -63.3% |
| 5Y | -24.5% | +667.3% | -691.8% | -70.0% |
| All | -24.5% | +657.2% | -681.8% | -70.0% |
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 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