+112.4%
MS vs TSEM
+273.4%
-161.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.8% | -5.4% | -1.4% |
| 7D | -1.6% | -17.5% | +16.0% | +1.5% |
| 30D | -3.8% | -44.7% | +40.9% | +6.0% |
| 3M | -14.6% | -38.9% | +24.3% | -8.3% |
| 6M | -5.1% | -36.7% | +31.6% | -1.5% |
| YTD | +4.5% | +17.0% | -12.4% | -6.6% |
| 1Y | +13.5% | +62.8% | -49.3% | -6.5% |
| 3Y | +160.4% | +471.3% | -310.9% | +61.4% |
| All | +112.4% | +273.4% | -161.0% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling