+442.1%
TSEM vs MSTU
-86.5%
+528.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.4% |
| 7D | +10.4% | +16.1% | -5.7% | +8.4% |
| 30D | -12.9% | +68.7% | -81.6% | -18.4% |
| 3M | -9.2% | -11.0% | +1.8% | -10.8% |
| 6M | +98.8% | -33.4% | +132.1% | +96.9% |
| YTD | +87.2% | -59.5% | +146.7% | +88.1% |
| 1Y | +239.0% | -93.4% | +332.3% | +291.2% |
| All | +442.1% | -86.5% | +528.6% | +442.9% |
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 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