+84.4%
TSM vs MKSI
+162.5%
-78.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.4% | +1.0% |
| 7D | +2.7% | +1.8% | +0.9% | +1.9% |
| 30D | +3.6% | -16.8% | +20.4% | +11.8% |
| 3M | -3.4% | -21.1% | +17.7% | +5.7% |
| 6M | +20.6% | +10.8% | +9.8% | +11.9% |
| YTD | +41.9% | +63.3% | -21.5% | +11.3% |
| 1Y | +84.4% | +157.0% | -72.6% | +24.3% |
| All | +84.4% | +162.5% | -78.2% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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