+127.0%
MP vs TSEM
+468.0%
-341.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.8% | +0.1% | +3.4% |
| 7D | -10.5% | -17.5% | +7.0% | -5.2% |
| 30D | -23.5% | -44.7% | +21.1% | -9.1% |
| 3M | -25.4% | -38.9% | +13.4% | -14.8% |
| 6M | -51.3% | -36.7% | -14.6% | -46.2% |
| YTD | -29.9% | +17.0% | -46.9% | -37.0% |
| 1Y | -31.8% | +62.8% | -94.7% | -44.8% |
| 3Y | +127.0% | +471.3% | -344.3% | -14.3% |
| All | +127.0% | +468.0% | -341.0% | -14.3% |
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