+289.3%
TSEM vs MSTZ
-99.2%
+388.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.8% | -13.4% | +0.6% |
| 7D | +20.5% | +25.6% | -5.1% | +23.3% |
| 30D | -29.0% | +50.6% | -79.5% | -25.0% |
| 3M | -39.4% | -64.5% | +25.1% | -42.0% |
| 6M | -28.5% | -14.0% | -14.5% | -23.5% |
| YTD | +34.4% | -76.4% | +110.8% | +36.3% |
| 1Y | +48.3% | -56.2% | +104.6% | +60.1% |
| All | +289.3% | -99.2% | +388.5% | +277.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling