+667.3%
TSEM vs MSI
+100.4%
+566.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.8% |
| 7D | +10.4% | -5.8% | +16.2% | +12.6% |
| 30D | -12.9% | -1.0% | -12.0% | -12.9% |
| 3M | -9.2% | +14.2% | -23.3% | -14.3% |
| 6M | +98.8% | +1.0% | +97.7% | +96.3% |
| YTD | +87.2% | +21.5% | +65.7% | +71.2% |
| 1Y | +239.0% | -2.1% | +241.1% | +238.0% |
| 3Y | +679.5% | +69.3% | +610.2% | +521.8% |
| 5Y | +667.3% | +99.3% | +568.0% | +458.2% |
| All | +667.3% | +100.4% | +566.8% | +458.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling