+273.0%
TSEM vs MTSI
+183.3%
+89.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +10.8% | -6.0% | -1.8% |
| 7D | -17.5% | -10.0% | -7.5% | -12.4% |
| 30D | -44.7% | -37.2% | -7.5% | -26.9% |
| 3M | -38.9% | -30.1% | -8.8% | -24.5% |
| 6M | -36.7% | -31.9% | -4.8% | -18.8% |
| YTD | +17.0% | +23.2% | -6.2% | +13.3% |
| 1Y | +62.8% | +26.4% | +36.4% | +56.6% |
| 3Y | +471.3% | +186.2% | +285.1% | +292.3% |
| All | +273.0% | +183.3% | +89.7% | +168.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling