+264.6%
MP vs TSEM
+658.5%
-393.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.5% | +0.3% |
| 7D | -3.6% | -9.5% | +5.9% | -0.3% |
| 30D | -21.0% | -35.5% | +14.5% | -8.4% |
| 3M | -33.3% | -41.6% | +8.3% | -20.9% |
| 6M | -45.9% | -30.1% | -15.9% | -42.3% |
| YTD | -27.8% | +25.7% | -53.5% | -40.3% |
| 1Y | -43.2% | +50.5% | -93.6% | -56.5% |
| 3Y | +144.0% | +501.7% | -357.7% | -5.9% |
| 5Y | -6.1% | +310.9% | -317.0% | -57.1% |
| All | +264.6% | +658.5% | -393.9% | +31.0% |
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 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