+729.1%
TSEM vs MAS
+219.8%
+509.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -3.4% | -8.5% | -10.7% |
| 7D | -30.3% | +4.6% | -34.8% | -31.6% |
| 30D | -49.3% | +19.9% | -69.2% | -53.1% |
| 3M | -38.0% | +8.9% | -46.9% | -40.5% |
| 6M | -41.9% | +20.2% | -62.1% | -47.0% |
| YTD | +11.6% | +33.9% | -22.3% | -4.5% |
| 1Y | +50.5% | +34.7% | +15.8% | +28.4% |
| 3Y | +445.3% | +60.4% | +385.0% | +321.2% |
| 5Y | +272.2% | +43.5% | +228.8% | +194.8% |
| All | +729.1% | +219.8% | +509.2% | +302.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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