+786.5%
TSEM vs MTSI
+465.0%
+321.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -5.6% | -1.4% | -4.6% |
| 7D | +7.0% | +10.0% | -3.0% | +3.0% |
| 30D | -29.8% | -20.3% | -9.4% | -22.6% |
| 3M | -41.9% | -24.4% | -17.5% | -34.5% |
| 6M | -45.8% | -39.2% | -6.6% | -32.4% |
| YTD | +25.1% | +35.5% | -10.4% | +18.1% |
| 1Y | +48.2% | +43.0% | +5.2% | +37.7% |
| 3Y | +476.5% | +196.3% | +280.2% | +321.3% |
| 5Y | +301.4% | +210.0% | +91.4% | +179.9% |
| All | +786.5% | +465.0% | +321.4% | +344.8% |
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