+786.5%
TSEM vs MSI
+664.3%
+122.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.2% | -7.1% | -7.0% |
| 7D | +7.0% | +3.2% | +3.7% | +5.7% |
| 30D | -29.8% | +17.6% | -47.4% | -34.7% |
| 3M | -41.9% | +14.5% | -56.5% | -45.7% |
| 6M | -45.8% | +34.3% | -80.0% | -53.3% |
| YTD | +25.1% | +39.7% | -14.6% | +5.2% |
| 1Y | +48.2% | +40.2% | +8.1% | +24.4% |
| 3Y | +476.5% | +77.1% | +399.3% | +327.6% |
| 5Y | +301.4% | +124.0% | +177.4% | +157.8% |
| All | +786.5% | +664.3% | +122.1% | +208.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling