+50.5%
TSEM vs MAS
+37.4%
+13.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -3.4% | -8.5% | -12.0% |
| 7D | -30.3% | +4.6% | -34.8% | -30.2% |
| 30D | -49.3% | +19.9% | -69.2% | -49.7% |
| 3M | -38.0% | +8.9% | -46.9% | -38.2% |
| 6M | -41.9% | +20.2% | -62.1% | -41.9% |
| YTD | +11.6% | +33.9% | -22.3% | +5.0% |
| 1Y | +50.5% | +34.7% | +15.8% | +42.2% |
| All | +50.5% | +37.4% | +13.0% | +42.2% |
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 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