+153.3%
MP vs TSEM
+629.0%
-475.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.8% | -6.5% | -1.1% |
| 7D | -2.9% | +6.9% | -9.7% | -4.9% |
| 30D | +13.8% | +5.3% | +8.5% | +11.5% |
| 3M | -16.7% | -14.9% | -1.8% | -14.5% |
| 6M | -11.5% | +80.0% | -91.5% | -29.1% |
| YTD | +7.9% | +89.4% | -81.4% | -15.4% |
| 1Y | -15.0% | +253.1% | -268.1% | -45.1% |
| All | +153.3% | +629.0% | -475.7% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling