+769.2%
TSEM vs MTSI
+448.7%
+320.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.8% | -6.0% | +0.3% |
| 7D | -17.5% | -10.0% | -7.5% | -13.9% |
| 30D | -44.7% | -37.2% | -7.5% | -32.8% |
| 3M | -38.9% | -30.1% | -8.8% | -28.9% |
| 6M | -36.7% | -31.9% | -4.8% | -24.2% |
| YTD | +17.0% | +23.2% | -6.2% | +14.7% |
| 1Y | +62.8% | +26.4% | +36.4% | +58.9% |
| 3Y | +471.3% | +186.2% | +285.1% | +325.7% |
| 5Y | +290.3% | +187.0% | +103.2% | +181.1% |
| All | +769.2% | +448.7% | +320.5% | +346.2% |
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 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