+235.4%
TSEM vs MSI
-2.5%
+237.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +4.7% | -4.0% | +8.7% | +4.9% |
| 30D | -14.2% | -0.5% | -13.8% | -14.3% |
| 3M | -5.0% | +11.4% | -16.4% | -6.2% |
| 6M | +87.6% | +1.0% | +86.6% | +88.3% |
| YTD | +84.4% | +20.7% | +63.8% | +80.7% |
| 1Y | +235.4% | -2.7% | +238.1% | +220.2% |
| All | +235.4% | -2.5% | +237.9% | +220.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling