+448.3%
TSEM vs MSTU
-85.2%
+533.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.2% | +11.0% | +8.1% |
| 7D | +6.9% | +21.3% | -14.4% | +4.4% |
| 30D | +5.3% | +90.8% | -85.5% | -2.3% |
| 3M | -14.9% | -6.8% | -8.1% | -16.7% |
| 6M | +80.0% | -39.8% | +119.9% | +80.0% |
| YTD | +89.4% | -55.7% | +145.0% | +88.8% |
| 1Y | +253.1% | -92.7% | +345.8% | +304.0% |
| All | +448.3% | -85.2% | +533.5% | +444.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling