-25.5%
TSEM vs MAS
+1,560.5%
-1,586.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.6% | -14.4% | -10.2% |
| 7D | -23.1% | +14.2% | -37.3% | -26.1% |
| 30D | -40.4% | +26.8% | -67.2% | -44.4% |
| 3M | -37.9% | +13.1% | -51.0% | -40.3% |
| 6M | -30.8% | +27.9% | -58.7% | -36.2% |
| YTD | +26.7% | +38.7% | -11.9% | +13.3% |
| 1Y | +80.5% | +40.4% | +40.1% | +60.8% |
| 3Y | +519.5% | +66.1% | +453.4% | +422.8% |
| 5Y | +325.3% | +47.4% | +277.8% | +263.4% |
| 10Y | +864.4% | +238.3% | +626.0% | +559.2% |
| All | -25.5% | +1,560.5% | -1,586.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling