+597.6%
TSM vs MP
+240.8%
+356.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.0% | -4.7% | -9.8% |
| 7D | -18.2% | -19.0% | +0.7% | -15.4% |
| 30D | -26.8% | -30.5% | +3.7% | -22.5% |
| 3M | -14.5% | -29.6% | +15.1% | -9.9% |
| 6M | -10.0% | -50.4% | +40.4% | -0.5% |
| YTD | +17.1% | -33.2% | +50.3% | +22.6% |
| 1Y | +21.5% | -38.6% | +60.1% | +28.2% |
| 3Y | +300.4% | +105.5% | +194.9% | +217.5% |
| 5Y | +224.7% | -7.8% | +232.6% | +187.5% |
| All | +597.6% | +240.8% | +356.8% | +522.6% |
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 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