+12,438.2%
TSM vs MKSI
+2,229.0%
+10,209.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.2% |
| 7D | +4.8% | +6.6% | -1.9% | +1.9% |
| 30D | +4.0% | -8.2% | +12.3% | +7.6% |
| 3M | +2.0% | -16.4% | +18.4% | +8.2% |
| 6M | +25.5% | +23.0% | +2.5% | +12.0% |
| YTD | +44.0% | +68.2% | -24.2% | +11.5% |
| 1Y | +75.4% | +148.6% | -73.1% | +13.4% |
| 3Y | +406.7% | +196.0% | +210.8% | +190.2% |
| 5Y | +285.0% | +87.4% | +197.6% | +156.9% |
| 10Y | +1,815.4% | +523.8% | +1,291.6% | +610.8% |
| All | +12,438.2% | +2,229.0% | +10,209.3% | +2,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling