+687.7%
TSM vs MP
+291.5%
+396.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.2% | -2.2% |
| 7D | +6.2% | +9.5% | -3.3% | +4.6% |
| 30D | -7.3% | -3.0% | -4.3% | -6.9% |
| 3M | -7.1% | -30.4% | +23.2% | -2.0% |
| 6M | +0.2% | -39.2% | +39.4% | +7.3% |
| YTD | +32.2% | -23.3% | +55.5% | +35.4% |
| 1Y | +42.8% | -32.6% | +75.4% | +48.5% |
| 3Y | +330.4% | +159.3% | +171.1% | +228.5% |
| 5Y | +263.9% | -16.4% | +280.4% | +223.3% |
| All | +687.7% | +291.5% | +396.2% | +587.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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