+434.1%
TSEM vs MSTZ
-99.2%
+533.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -6.9% | -1.0% |
| 7D | +4.7% | -23.6% | +28.3% | +3.0% |
| 30D | -14.2% | -60.7% | +46.5% | -19.7% |
| 3M | -5.0% | -58.3% | +53.2% | -8.4% |
| 6M | +87.6% | -60.0% | +147.6% | +84.9% |
| YTD | +84.4% | -75.2% | +159.7% | +81.9% |
| 1Y | +235.4% | -19.9% | +255.3% | +273.6% |
| All | +434.1% | -99.2% | +533.2% | +403.4% |
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