+337.5%
TSEM vs MTSI
+247.2%
+90.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +10.3% | -2.7% | +1.2% |
| 7D | +6.8% | +7.2% | -0.4% | +1.8% |
| 30D | -26.6% | -18.4% | -8.2% | -17.2% |
| 3M | -36.3% | -16.7% | -19.7% | -29.3% |
| 6M | -30.6% | -31.7% | +1.1% | -12.0% |
| YTD | +35.3% | +45.9% | -10.6% | +18.3% |
| 1Y | +59.2% | +47.0% | +12.2% | +39.1% |
| 3Y | +547.7% | +224.1% | +323.6% | +307.4% |
| 5Y | +337.5% | +238.5% | +99.0% | +184.0% |
| All | +337.5% | +247.2% | +90.3% | +184.0% |
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