+578.8%
MS vs TSEM
+879.4%
-300.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.9% | -7.8% | +0.5% |
| 7D | +0.7% | -2.0% | +2.7% | +0.8% |
| 30D | -0.9% | -33.4% | +32.5% | +8.2% |
| 3M | -13.0% | -39.7% | +26.7% | -3.6% |
| 6M | -2.0% | -27.8% | +25.9% | -0.6% |
| YTD | +7.8% | +29.7% | -21.9% | -10.0% |
| 1Y | +17.9% | +81.1% | -63.3% | -11.8% |
| 3Y | +174.8% | +529.3% | -354.5% | +35.0% |
| 5Y | +119.9% | +315.0% | -195.1% | +18.3% |
| 10Y | +578.8% | +865.7% | -286.9% | +148.7% |
| All | +578.8% | +879.4% | -300.5% | +148.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling