+745.1%
TSM vs MP
+450.8%
+294.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.6% |
| 7D | +2.7% | -2.9% | +5.6% | +3.2% |
| 30D | +3.6% | +13.8% | -10.2% | +1.3% |
| 3M | -3.4% | -16.7% | +13.3% | -1.1% |
| 6M | +20.6% | -11.5% | +32.1% | +21.4% |
| YTD | +41.9% | +7.9% | +33.9% | +37.9% |
| 1Y | +84.4% | -15.0% | +99.4% | +82.9% |
| 3Y | +380.2% | +153.5% | +226.7% | +269.9% |
| 5Y | +275.3% | +58.7% | +216.7% | +205.8% |
| All | +745.1% | +450.8% | +294.3% | +600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling