+11.3%
TSEM vs MAS
+1,290.4%
-1,279.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.8% | +6.1% | +7.4% |
| 7D | +6.9% | -0.8% | +7.6% | +7.2% |
| 30D | +5.3% | -5.6% | +10.9% | +6.9% |
| 3M | -14.9% | +4.4% | -19.4% | -16.3% |
| 6M | +80.0% | +7.2% | +72.8% | +74.9% |
| YTD | +89.4% | +16.1% | +73.2% | +78.7% |
| 1Y | +253.1% | +0.1% | +253.0% | +246.3% |
| 3Y | +642.1% | +28.3% | +613.8% | +574.6% |
| 5Y | +659.1% | +30.5% | +628.6% | +574.2% |
| 10Y | +1,291.4% | +139.1% | +1,152.2% | +943.5% |
| All | +11.3% | +1,290.4% | -1,279.1% | -44.1% |
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 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