+373.1%
TSM vs MP
+154.2%
+218.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.7% |
| 7D | +2.7% | -2.9% | +5.6% | +3.1% |
| 30D | +3.6% | +13.8% | -10.2% | +1.6% |
| 3M | -3.4% | -16.7% | +13.3% | -1.7% |
| 6M | +20.6% | -11.5% | +32.1% | +21.1% |
| YTD | +41.9% | +7.9% | +33.9% | +38.9% |
| 1Y | +84.4% | -15.0% | +99.4% | +83.3% |
| All | +373.1% | +154.2% | +218.8% | +281.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling