+275.6%
TSEM vs MSTZ
-99.3%
+374.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +11.3% |
| 7D | -2.0% | +4.3% | -6.2% | -1.2% |
| 30D | -33.4% | +30.2% | -63.6% | -30.8% |
| 3M | -39.7% | -66.9% | +27.2% | -42.7% |
| 6M | -27.8% | -26.3% | -1.5% | -23.9% |
| YTD | +29.7% | -80.1% | +109.8% | +29.2% |
| 1Y | +81.1% | -57.5% | +138.6% | +94.3% |
| All | +275.6% | -99.3% | +374.9% | +257.5% |
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