+267.3%
MP vs TSEM
+716.4%
-449.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.6% | -6.9% | -2.0% |
| 7D | +2.3% | +6.8% | -4.5% | -0.4% |
| 30D | -15.3% | -26.6% | +11.3% | -6.4% |
| 3M | -33.5% | -36.3% | +2.8% | -23.6% |
| 6M | -45.5% | -30.6% | -14.9% | -41.5% |
| YTD | -27.3% | +35.3% | -62.6% | -41.5% |
| 1Y | -40.7% | +59.2% | -99.9% | -55.5% |
| 3Y | +145.9% | +547.7% | -401.8% | -7.7% |
| 5Y | -13.9% | +337.5% | -351.4% | -61.5% |
| All | +267.3% | +716.4% | -449.1% | +28.4% |
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