+59.2%
TSEM vs MTSI
+41.9%
+17.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | -1.4% |
| 7D | +6.8% | +7.2% | -0.4% | -0.8% |
| 30D | -26.6% | -18.4% | -8.2% | -13.1% |
| 3M | -36.3% | -16.7% | -19.7% | -27.2% |
| 6M | -30.6% | -31.7% | +1.1% | -2.8% |
| YTD | +35.3% | +45.9% | -10.6% | +3.1% |
| 1Y | +59.2% | +47.0% | +12.2% | +21.2% |
| All | +59.2% | +41.9% | +17.3% | +21.2% |
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