+448.3%
TSEM vs MSTZ
-99.3%
+547.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.6% | +5.2% | +8.1% |
| 7D | +6.9% | -29.7% | +36.6% | +4.4% |
| 30D | +5.3% | -65.3% | +70.6% | -2.4% |
| 3M | -14.9% | -57.3% | +42.4% | -17.4% |
| 6M | +80.0% | -61.6% | +141.7% | +77.0% |
| YTD | +89.4% | -78.3% | +167.6% | +84.6% |
| 1Y | +253.1% | -30.2% | +283.3% | +288.5% |
| All | +448.3% | -99.3% | +547.6% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling