+50.5%
TSEM vs MSTZ
-57.9%
+108.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | +17.7% | -29.7% | -10.0% |
| 7D | -30.3% | +13.4% | -43.7% | -28.8% |
| 30D | -49.3% | +37.5% | -86.8% | -46.7% |
| 3M | -38.0% | -69.9% | +32.0% | -41.7% |
| 6M | -41.9% | -32.0% | -10.0% | -37.5% |
| YTD | +11.6% | -81.2% | +92.8% | +11.3% |
| 1Y | +50.5% | -56.1% | +106.5% | +78.1% |
| All | +50.5% | -57.9% | +108.4% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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