-26.1%
TSEM vs MSI
+1,063.7%
-1,089.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -9.5% | +7.4% | -16.9% | -11.8% |
| 30D | -35.5% | +18.7% | -54.2% | -39.4% |
| 3M | -41.6% | +14.5% | -56.0% | -44.6% |
| 6M | -30.1% | +38.1% | -68.2% | -38.2% |
| YTD | +25.7% | +38.7% | -13.0% | +10.4% |
| 1Y | +50.5% | +35.4% | +15.1% | +33.3% |
| 3Y | +501.7% | +75.1% | +426.6% | +385.1% |
| 5Y | +310.9% | +126.4% | +184.5% | +198.7% |
| 10Y | +849.8% | +671.4% | +178.4% | +350.8% |
| All | -26.1% | +1,063.7% | -1,089.8% | -79.9% |
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