+865.7%
TSEM vs MTSI
+512.4%
+353.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.0% | +1.9% | +7.1% |
| 7D | -2.0% | +3.5% | -5.5% | -3.4% |
| 30D | -33.4% | -30.3% | -3.1% | -22.5% |
| 3M | -39.7% | -26.0% | -13.7% | -31.5% |
| 6M | -27.8% | -36.1% | +8.3% | -11.5% |
| YTD | +29.7% | +34.3% | -4.6% | +22.8% |
| 1Y | +81.1% | +35.3% | +45.9% | +71.8% |
| 3Y | +529.3% | +217.6% | +311.7% | +350.2% |
| 5Y | +315.0% | +210.1% | +104.9% | +189.2% |
| 10Y | +865.7% | +471.4% | +394.3% | +381.7% |
| All | +865.7% | +512.4% | +353.3% | +381.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling