+523.5%
TSEM vs MTSI
+226.9%
+296.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +0.1% |
| 7D | +6.8% | +7.2% | -0.4% | +0.7% |
| 30D | -26.6% | -18.4% | -8.2% | -15.6% |
| 3M | -36.3% | -16.7% | -19.7% | -28.4% |
| 6M | -30.6% | -31.7% | +1.1% | -8.7% |
| YTD | +35.3% | +45.9% | -10.6% | +12.6% |
| 1Y | +59.2% | +47.0% | +12.2% | +32.4% |
| All | +523.5% | +226.9% | +296.6% | +240.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling