+617.0%
TSEM vs MTZ
+156.0%
+461.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.5% | -0.4% | -2.3% |
| 7D | +0.9% | 0.0% | +1.0% | +1.0% |
| 30D | -16.6% | -14.8% | -1.8% | -9.9% |
| 3M | -10.9% | -30.8% | +19.9% | +5.7% |
| 6M | +78.0% | -22.6% | +100.7% | +104.5% |
| YTD | +77.2% | +6.8% | +70.4% | +80.8% |
| 1Y | +207.6% | +22.1% | +185.4% | +199.6% |
| 3Y | +637.8% | +153.1% | +484.7% | +482.3% |
| 5Y | +617.0% | +161.4% | +455.6% | +460.1% |
| All | +617.0% | +156.0% | +461.0% | +460.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling