+887.4%
TSEM vs MTSI
+539.0%
+348.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +3.3% |
| 7D | +6.8% | +7.2% | -0.4% | +3.6% |
| 30D | -26.6% | -18.4% | -8.2% | -20.0% |
| 3M | -36.3% | -16.7% | -19.7% | -31.1% |
| 6M | -30.6% | -31.7% | +1.1% | -17.3% |
| YTD | +35.3% | +45.9% | -10.6% | +23.8% |
| 1Y | +59.2% | +47.0% | +12.2% | +45.7% |
| 3Y | +547.7% | +224.1% | +323.6% | +356.3% |
| 5Y | +337.5% | +238.5% | +99.0% | +194.3% |
| 10Y | +887.4% | +512.7% | +374.7% | +380.3% |
| All | +887.4% | +539.0% | +348.4% | +380.3% |
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