+262.2%
TSEM vs MSTU
-92.2%
+354.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.0% | -1.9% | -6.5% |
| 7D | +7.0% | -25.8% | +32.8% | +9.9% |
| 30D | -29.8% | -43.9% | +14.1% | -26.1% |
| 3M | -41.9% | +2.9% | -44.8% | -43.5% |
| 6M | -45.8% | -75.5% | +29.7% | -40.9% |
| YTD | +25.1% | -76.7% | +101.8% | +31.1% |
| 1Y | +48.2% | -88.9% | +137.2% | +64.6% |
| All | +262.2% | -92.2% | +354.5% | +278.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling