+253.1%
TSEM vs MTZ
+30.9%
+222.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.1% | +5.7% | +6.1% |
| 7D | +6.9% | -1.6% | +8.5% | +8.4% |
| 30D | +5.3% | -11.1% | +16.4% | +16.3% |
| 3M | -14.9% | -36.7% | +21.8% | +22.7% |
| 6M | +80.0% | -21.9% | +102.0% | +118.6% |
| YTD | +89.4% | +9.1% | +80.2% | +82.4% |
| 1Y | +253.1% | +30.0% | +223.1% | +207.7% |
| All | +253.1% | +30.9% | +222.2% | +207.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling