+8.4%
TSEM vs MCO
+7,398.7%
-7,390.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.1% |
| 7D | +4.7% | -3.1% | +7.9% | +5.6% |
| 30D | -14.2% | -0.5% | -13.7% | -14.4% |
| 3M | -5.0% | +5.7% | -10.7% | -7.7% |
| 6M | +87.6% | +3.0% | +84.5% | +82.6% |
| YTD | +84.4% | -6.5% | +90.9% | +84.0% |
| 1Y | +235.4% | -5.8% | +241.2% | +232.6% |
| 3Y | +668.0% | +43.1% | +624.9% | +571.3% |
| 5Y | +644.7% | +29.5% | +615.3% | +559.5% |
| 10Y | +1,326.7% | +388.8% | +937.9% | +763.4% |
| All | +8.4% | +7,398.7% | -7,390.3% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling