+1,112.9%
TSEM vs MTSI
+896.6%
+216.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -18.4% | +6.4% | -4.8% |
| 7D | -30.3% | -24.6% | -5.7% | -22.0% |
| 30D | -49.3% | -45.7% | -3.6% | -35.5% |
| 3M | -38.0% | -27.7% | -10.2% | -29.2% |
| 6M | -41.9% | -37.3% | -4.6% | -28.7% |
| YTD | +11.6% | +11.1% | +0.4% | +13.7% |
| 1Y | +50.5% | +27.2% | +23.3% | +46.7% |
| 3Y | +445.3% | +153.7% | +291.7% | +325.7% |
| 5Y | +272.2% | +159.0% | +113.3% | +179.3% |
| 10Y | +748.9% | +405.6% | +343.4% | +346.4% |
| All | +1,112.9% | +896.6% | +216.3% | +399.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling