+6,169.9%
MU vs TSEM
+1,283.8%
+4,886.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.6% |
| 7D | +7.5% | +4.7% | +2.8% | +4.7% |
| 30D | +19.4% | -14.2% | +33.6% | +29.5% |
| 3M | +9.8% | -5.0% | +14.9% | +11.9% |
| 6M | +164.1% | +87.6% | +76.6% | +74.7% |
| YTD | +260.3% | +84.4% | +175.9% | +138.6% |
| 1Y | +661.2% | +235.4% | +425.8% | +258.0% |
| 3Y | +1,380.8% | +668.0% | +712.9% | +319.1% |
| 5Y | +1,346.4% | +644.7% | +701.6% | +286.4% |
| 10Y | +6,169.9% | +1,326.7% | +4,843.2% | +877.8% |
| All | +6,169.9% | +1,283.8% | +4,886.1% | +877.8% |
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 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