+220.1%
TSEM vs MSTU
-93.8%
+314.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +4.0% | -1.0% |
| 7D | +4.7% | +12.9% | -8.2% | +2.9% |
| 30D | -14.2% | +68.3% | -82.6% | -20.3% |
| 3M | -5.0% | +0.4% | -5.4% | -7.3% |
| 6M | +87.6% | -41.5% | +129.1% | +89.7% |
| YTD | +84.4% | -61.7% | +146.2% | +88.4% |
| All | +220.1% | -93.8% | +314.0% | +305.0% |
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