+1,282.5%
TSEM vs MCO
+393.6%
+888.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.0% |
| 7D | -4.9% | -3.8% | -1.1% | -3.3% |
| 30D | -18.7% | -0.4% | -18.3% | -18.9% |
| 3M | -18.1% | +7.7% | -25.8% | -22.1% |
| 6M | +77.1% | +7.0% | +70.1% | +67.2% |
| YTD | +80.1% | -6.4% | +86.5% | +79.5% |
| 1Y | +220.4% | -7.6% | +228.0% | +219.8% |
| 3Y | +650.1% | +43.2% | +606.8% | +500.8% |
| 5Y | +628.9% | +29.6% | +599.3% | +500.4% |
| All | +1,282.5% | +393.6% | +888.9% | +455.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling