+237.4%
MP vs TSEM
+573.1%
-335.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -12.0% | +5.9% | -1.7% |
| 7D | -19.0% | -30.3% | +11.3% | -8.1% |
| 30D | -30.5% | -49.3% | +18.8% | -12.1% |
| 3M | -29.6% | -38.0% | +8.4% | -18.4% |
| 6M | -50.4% | -41.9% | -8.5% | -43.4% |
| YTD | -33.2% | +11.6% | -44.8% | -42.3% |
| 1Y | -38.6% | +50.5% | -89.0% | -53.2% |
| 3Y | +105.5% | +445.3% | -339.9% | -18.1% |
| 5Y | -7.8% | +272.2% | -280.1% | -56.5% |
| All | +237.4% | +573.1% | -335.7% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling