+1,958.7%
TSEM vs MTSI
+1,308.1%
+650.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.5% | +4.4% | +6.5% |
| 7D | +6.9% | +1.4% | +5.5% | +6.4% |
| 30D | +5.3% | +2.1% | +3.2% | +4.6% |
| 3M | -14.9% | -29.7% | +14.8% | -1.6% |
| 6M | +80.0% | +12.5% | +67.5% | +78.2% |
| YTD | +89.4% | +57.0% | +32.3% | +68.0% |
| 1Y | +253.1% | +103.9% | +149.2% | +187.2% |
| 3Y | +642.1% | +223.6% | +418.6% | +419.0% |
| 5Y | +659.1% | +321.6% | +337.5% | +375.5% |
| 10Y | +1,291.4% | +517.7% | +773.7% | +564.3% |
| All | +1,958.7% | +1,308.1% | +650.6% | +638.2% |
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 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