-50.4%
MP vs TSEM
-41.3%
-9.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.0% | +5.9% | -2.4% |
| 7D | -19.0% | -30.3% | +11.3% | -10.0% |
| 30D | -30.5% | -49.3% | +18.8% | -15.6% |
| 3M | -29.6% | -38.0% | +8.4% | -20.3% |
| 6M | -50.4% | -41.9% | -8.5% | -43.6% |
| All | -50.4% | -41.3% | -9.1% | -43.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling