-34.6%
MP vs TSEM
+79.9%
-114.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.7% | +3.7% | -2.3% |
| 7D | -12.5% | -23.1% | +10.6% | -5.1% |
| 30D | -23.3% | -40.4% | +17.0% | -10.1% |
| 3M | -24.4% | -37.9% | +13.5% | -13.8% |
| 6M | -45.8% | -30.8% | -14.9% | -41.7% |
| YTD | -28.9% | +26.7% | -55.6% | -40.4% |
| 1Y | -34.6% | +80.5% | -115.1% | -55.7% |
| All | -34.6% | +79.9% | -114.5% | -55.7% |
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 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