+310.9%
TSEM vs MAS
+42.7%
+268.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | -9.5% | +3.6% | -13.1% | -10.2% |
| 30D | -35.5% | +23.8% | -59.3% | -39.3% |
| 3M | -41.6% | +14.4% | -56.0% | -43.9% |
| 6M | -30.1% | +19.7% | -49.8% | -34.1% |
| YTD | +25.7% | +36.0% | -10.2% | +12.0% |
| 1Y | +50.5% | +40.4% | +10.1% | +32.6% |
| 3Y | +501.7% | +58.9% | +442.8% | +406.6% |
| 5Y | +310.9% | +44.5% | +266.4% | +299.2% |
| All | +310.9% | +42.7% | +268.3% | +299.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling