+253.1%
TSEM vs MCO
+0.4%
+252.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +10.0% | +6.8% |
| 7D | +6.9% | -4.2% | +11.0% | +4.8% |
| 30D | +5.3% | +2.2% | +3.1% | +6.7% |
| 3M | -14.9% | +10.1% | -25.0% | -11.0% |
| 6M | +80.0% | +5.3% | +74.8% | +88.5% |
| YTD | +89.4% | -2.7% | +92.1% | +98.0% |
| 1Y | +253.1% | -0.4% | +253.5% | +273.5% |
| All | +253.1% | +0.4% | +252.7% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling