+62.8%
TSEM vs MAS
+32.5%
+30.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.5% | +6.4% | +4.8% |
| 7D | -17.5% | +2.4% | -19.9% | -17.3% |
| 30D | -44.7% | +19.8% | -64.5% | -45.1% |
| 3M | -38.9% | +9.8% | -48.7% | -39.1% |
| 6M | -36.7% | +15.8% | -52.4% | -36.5% |
| YTD | +17.0% | +31.8% | -14.9% | +11.2% |
| 1Y | +62.8% | +35.4% | +27.4% | +53.9% |
| All | +62.8% | +32.5% | +30.3% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling