-32.6%
MP vs TSEM
+40.2%
-72.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -6.9% | +10.4% | +5.7% |
| 7D | +9.5% | +7.0% | +2.5% | +6.7% |
| 30D | -3.0% | -29.8% | +26.8% | +7.2% |
| 3M | -30.4% | -41.9% | +11.6% | -18.9% |
| 6M | -39.2% | -45.8% | +6.6% | -29.6% |
| YTD | -23.3% | +25.1% | -48.4% | -35.6% |
| 1Y | -32.6% | +48.2% | -80.9% | -49.8% |
| All | -32.6% | +40.2% | -72.8% | -49.8% |
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