+421.6%
TSEM vs MSTZ
-99.1%
+520.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.4% | +1.3% |
| 7D | -4.9% | +17.0% | -21.9% | -3.5% |
| 30D | -18.7% | -61.8% | +43.0% | -24.1% |
| 3M | -18.1% | -54.6% | +36.5% | -20.5% |
| 6M | +77.1% | -59.3% | +136.3% | +74.9% |
| YTD | +80.1% | -74.6% | +154.7% | +78.1% |
| 1Y | +220.4% | -18.8% | +239.2% | +257.5% |
| All | +421.6% | -99.1% | +520.8% | +393.0% |
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