+287.6%
MP vs TSEM
+654.8%
-367.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.9% | +10.4% | +6.0% |
| 7D | +9.5% | +7.0% | +2.5% | +6.4% |
| 30D | -3.0% | -29.8% | +26.8% | +8.7% |
| 3M | -30.4% | -41.9% | +11.6% | -17.3% |
| 6M | -39.2% | -45.8% | +6.6% | -27.9% |
| YTD | -23.3% | +25.1% | -48.4% | -36.6% |
| 1Y | -32.6% | +48.2% | -80.9% | -48.1% |
| 3Y | +159.3% | +476.5% | -317.2% | +1.7% |
| 5Y | -16.4% | +301.4% | -317.9% | -61.5% |
| All | +287.6% | +654.8% | -367.2% | +39.1% |
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