+80.5%
TSEM vs MTSI
+59.5%
+20.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.0% | -7.7% | -7.9% |
| 7D | -23.1% | -10.7% | -12.5% | -14.8% |
| 30D | -40.4% | -29.0% | -11.4% | -20.0% |
| 3M | -37.9% | -14.7% | -23.2% | -30.2% |
| 6M | -30.8% | -20.1% | -10.7% | -14.6% |
| YTD | +26.7% | +36.1% | -9.4% | +11.8% |
| 1Y | +80.5% | +61.7% | +18.7% | +48.2% |
| All | +80.5% | +59.5% | +20.9% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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