+10.0%
TSEM vs MTZ
+7,410.6%
-7,400.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -1.9% |
| 7D | +10.4% | +3.6% | +6.9% | +9.7% |
| 30D | -12.9% | -9.6% | -3.3% | -11.1% |
| 3M | -9.2% | -31.9% | +22.8% | -2.1% |
| 6M | +98.8% | -13.8% | +112.6% | +106.5% |
| YTD | +87.2% | +13.3% | +74.0% | +85.6% |
| 1Y | +239.0% | +39.3% | +199.7% | +224.6% |
| 3Y | +679.5% | +168.3% | +511.2% | +563.3% |
| 5Y | +667.3% | +166.4% | +500.9% | +540.3% |
| 10Y | +1,301.0% | +739.9% | +561.1% | +838.7% |
| All | +10.0% | +7,410.6% | -7,400.5% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling