+253.1%
TSEM vs MSTU
-92.8%
+345.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.0% | +8.1% |
| 7D | +6.9% | +21.3% | -14.4% | +4.3% |
| 30D | +5.3% | +90.8% | -85.5% | -3.2% |
| 3M | -14.9% | -6.8% | -8.1% | -16.1% |
| 6M | +80.0% | -39.8% | +119.9% | +81.6% |
| YTD | +89.4% | -55.7% | +145.0% | +90.8% |
| 1Y | +253.1% | -92.7% | +345.8% | +340.0% |
| All | +253.1% | -92.8% | +345.9% | +340.0% |
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