+849.8%
TSEM vs MSI
+670.3%
+179.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -9.5% | +7.4% | -16.9% | -12.4% |
| 30D | -35.5% | +18.7% | -54.2% | -40.3% |
| 3M | -41.6% | +14.5% | -56.0% | -45.3% |
| 6M | -30.1% | +38.1% | -68.2% | -40.5% |
| YTD | +25.7% | +38.7% | -13.0% | +5.9% |
| 1Y | +50.5% | +35.4% | +15.1% | +28.3% |
| 3Y | +501.7% | +75.1% | +426.6% | +348.2% |
| 5Y | +310.9% | +126.4% | +184.5% | +162.0% |
| 10Y | +849.8% | +671.4% | +178.4% | +221.8% |
| All | +849.8% | +670.3% | +179.5% | +221.8% |
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