+1,282.5%
TSEM vs MTZ
+773.6%
+508.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | +0.3% |
| 7D | -4.9% | +1.4% | -6.2% | -5.4% |
| 30D | -18.7% | -14.5% | -4.3% | -13.6% |
| 3M | -18.1% | -32.9% | +14.8% | -5.0% |
| 6M | +77.1% | -20.8% | +97.9% | +96.2% |
| YTD | +80.1% | +10.6% | +69.5% | +79.4% |
| 1Y | +220.4% | +27.1% | +193.3% | +205.9% |
| 3Y | +650.1% | +166.1% | +483.9% | +471.5% |
| 5Y | +628.9% | +170.7% | +458.2% | +431.6% |
| All | +1,282.5% | +773.6% | +508.9% | +625.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling