+1,304.5%
TSEM vs MAS
+137.9%
+1,166.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.1% | +7.2% |
| 7D | +6.9% | -0.8% | +7.6% | +7.3% |
| 30D | +5.3% | -5.6% | +10.9% | +7.6% |
| 3M | -14.9% | +4.4% | -19.4% | -17.1% |
| 6M | +80.0% | +7.2% | +72.8% | +71.9% |
| YTD | +89.4% | +16.1% | +73.2% | +72.6% |
| 1Y | +253.1% | +0.1% | +253.0% | +241.8% |
| 3Y | +642.1% | +28.3% | +613.8% | +531.4% |
| 5Y | +659.1% | +30.5% | +628.6% | +523.1% |
| All | +1,304.5% | +137.9% | +1,166.6% | +698.5% |
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