+852.7%
TSEM vs MAS
+214.3%
+638.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +20.5% | +1.2% | +19.4% | +20.1% |
| 30D | -29.0% | +21.6% | -50.6% | -34.6% |
| 3M | -39.4% | +14.1% | -53.5% | -42.8% |
| 6M | -28.5% | +22.6% | -51.1% | -35.2% |
| YTD | +34.4% | +35.4% | -1.0% | +14.7% |
| 1Y | +48.3% | +37.5% | +10.9% | +25.6% |
| 3Y | +543.5% | +58.3% | +485.2% | +400.5% |
| 5Y | +331.4% | +39.1% | +292.3% | +248.2% |
| All | +852.7% | +214.3% | +638.4% | +365.2% |
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