+80.5%
TSEM vs MSTU
-88.0%
+168.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +10.3% | -19.1% | -9.8% |
| 7D | -23.1% | -4.8% | -18.3% | -22.8% |
| 30D | -40.4% | -29.6% | -10.8% | -38.5% |
| 3M | -37.9% | +69.4% | -107.3% | -42.7% |
| 6M | -30.8% | -62.2% | +31.4% | -26.0% |
| YTD | +26.7% | -61.1% | +87.8% | +27.9% |
| 1Y | +80.5% | -87.2% | +167.6% | +119.9% |
| All | +80.5% | -88.0% | +168.4% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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