+655.5%
TSEM vs MAS
+29.0%
+626.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.1% | +7.4% |
| 7D | +6.9% | -0.8% | +7.6% | +7.1% |
| 30D | +5.3% | -5.6% | +10.9% | +6.9% |
| 3M | -14.9% | +4.4% | -19.4% | -16.5% |
| 6M | +80.0% | +7.2% | +72.8% | +73.3% |
| YTD | +89.4% | +16.1% | +73.2% | +74.6% |
| 1Y | +253.1% | +0.1% | +253.0% | +244.8% |
| All | +655.5% | +29.0% | +626.4% | +585.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling