-31.2%
TSEM vs MSI
+1,035.3%
-1,066.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +5.0% |
| 7D | -17.5% | +4.7% | -22.2% | -19.0% |
| 30D | -44.7% | +14.8% | -59.4% | -47.5% |
| 3M | -38.9% | +8.8% | -47.7% | -41.1% |
| 6M | -36.7% | +19.3% | -56.0% | -41.4% |
| YTD | +17.0% | +35.3% | -18.4% | +3.5% |
| 1Y | +62.8% | +33.8% | +29.1% | +44.8% |
| 3Y | +471.3% | +74.4% | +396.9% | +360.8% |
| 5Y | +290.3% | +120.5% | +169.8% | +186.1% |
| 10Y | +790.1% | +685.2% | +104.9% | +319.9% |
| All | -31.2% | +1,035.3% | -1,066.5% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling