+277.6%
TSM vs MKSI
+81.7%
+195.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | +2.6% | +4.9% | -2.2% | +0.3% |
| 30D | +1.4% | -11.0% | +12.4% | +7.0% |
| 3M | +5.0% | -17.1% | +22.0% | +12.4% |
| 6M | +24.0% | +16.4% | +7.5% | +11.2% |
| YTD | +41.6% | +64.3% | -22.7% | +5.8% |
| 1Y | +66.2% | +137.7% | -71.6% | +1.3% |
| 3Y | +398.2% | +189.1% | +209.1% | +160.8% |
| 5Y | +277.6% | +83.1% | +194.5% | +146.8% |
| All | +277.6% | +81.7% | +195.9% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling