+145.1%
MS vs TSEM
+657.0%
-512.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.8% | -7.6% | -1.1% |
| 7D | +1.4% | +6.9% | -5.5% | +0.1% |
| 30D | -0.3% | +5.3% | -5.6% | -1.7% |
| 3M | +0.3% | -14.9% | +15.2% | +1.1% |
| 6M | +31.3% | +80.0% | -48.7% | +11.2% |
| YTD | +24.7% | +89.4% | -64.7% | +3.4% |
| 1Y | +47.9% | +253.1% | -205.2% | +5.3% |
| 3Y | +178.3% | +642.1% | -463.8% | +64.5% |
| All | +145.1% | +657.0% | -512.0% | +40.8% |
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