+122.1%
TSEM vs MKSI
+2,229.0%
-2,106.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.4% | -1.8% |
| 7D | +4.7% | +6.6% | -1.9% | +2.3% |
| 30D | -14.2% | -8.2% | -6.0% | -11.3% |
| 3M | -5.0% | -16.4% | +11.4% | +2.7% |
| 6M | +87.6% | +23.0% | +64.6% | +78.8% |
| YTD | +84.4% | +68.2% | +16.3% | +57.8% |
| 1Y | +235.4% | +148.6% | +86.8% | +149.5% |
| 3Y | +668.0% | +196.0% | +472.0% | +417.7% |
| 5Y | +644.7% | +87.4% | +557.4% | +453.2% |
| 10Y | +1,326.7% | +523.8% | +802.9% | +600.4% |
| All | +122.1% | +2,229.0% | -2,106.8% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling