+274.2%
TSEM vs MSI
+117.8%
+156.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | -17.5% | +4.7% | -22.2% | -18.8% |
| 30D | -44.7% | +14.8% | -59.4% | -47.3% |
| 3M | -38.9% | +8.8% | -47.7% | -40.9% |
| 6M | -36.7% | +19.3% | -56.0% | -41.3% |
| YTD | +17.0% | +35.3% | -18.4% | +2.8% |
| 1Y | +62.8% | +33.8% | +29.1% | +43.9% |
| 3Y | +471.3% | +74.4% | +396.9% | +351.2% |
| All | +274.2% | +117.8% | +156.4% | +160.3% |
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