+769.2%
TSEM vs MAS
+213.7%
+555.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.9% | +6.8% | +5.6% |
| 7D | -17.5% | +2.0% | -19.5% | -18.4% |
| 30D | -44.7% | +19.4% | -64.1% | -48.8% |
| 3M | -38.9% | +9.4% | -48.3% | -41.5% |
| 6M | -36.7% | +15.3% | -52.0% | -41.3% |
| YTD | +17.0% | +31.3% | -14.3% | +0.8% |
| 1Y | +62.8% | +34.9% | +28.0% | +38.6% |
| 3Y | +471.3% | +58.6% | +412.7% | +342.6% |
| 5Y | +290.3% | +40.7% | +249.6% | +211.2% |
| All | +769.2% | +213.7% | +555.5% | +324.7% |
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