+650.1%
TSEM vs MKSI
+190.8%
+459.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +0.4% |
| 7D | -4.9% | +2.7% | -7.6% | -6.3% |
| 30D | -18.7% | -12.8% | -5.9% | -11.7% |
| 3M | -18.1% | -22.5% | +4.4% | -4.1% |
| 6M | +77.1% | +19.4% | +57.7% | +68.4% |
| YTD | +80.1% | +67.7% | +12.4% | +46.3% |
| 1Y | +220.4% | +131.4% | +89.0% | +123.3% |
| 3Y | +650.1% | +197.3% | +452.7% | +342.4% |
| All | +650.1% | +190.8% | +459.2% | +342.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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