+220.4%
TSEM vs MTZ
+26.3%
+194.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.9% | -1.3% |
| 7D | -4.9% | +1.4% | -6.2% | -6.1% |
| 30D | -18.7% | -14.5% | -4.3% | -7.4% |
| 3M | -18.1% | -32.9% | +14.8% | +12.3% |
| 6M | +77.1% | -20.8% | +97.9% | +111.5% |
| YTD | +80.1% | +10.6% | +69.5% | +68.9% |
| 1Y | +220.4% | +27.1% | +193.3% | +173.4% |
| All | +220.4% | +26.3% | +194.1% | +173.4% |
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