+48.2%
TSEM vs MSTZ
-54.5%
+102.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.9% | -11.9% | -6.4% |
| 7D | +7.0% | +30.8% | -23.8% | +10.3% |
| 30D | -29.8% | +41.2% | -71.0% | -25.8% |
| 3M | -41.9% | -60.9% | +19.0% | -43.8% |
| 6M | -45.8% | -15.7% | -30.1% | -40.4% |
| YTD | +25.1% | -75.2% | +100.3% | +28.1% |
| 1Y | +48.2% | -59.8% | +108.0% | +68.1% |
| All | +48.2% | -54.5% | +102.8% | +68.1% |
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