+291.8%
TSEM vs MSTZ
-99.3%
+391.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.2% | +9.8% | +7.4% |
| 7D | +6.8% | +31.0% | -24.3% | +9.9% |
| 30D | -26.6% | +34.0% | -60.6% | -23.5% |
| 3M | -36.3% | -67.7% | +31.3% | -39.7% |
| 6M | -30.6% | -14.9% | -15.7% | -25.8% |
| YTD | +35.3% | -79.1% | +114.4% | +35.5% |
| 1Y | +59.2% | -58.9% | +118.2% | +70.6% |
| All | +291.8% | -99.3% | +391.1% | +275.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling