+1,641.8%
TSM vs MTSI
+539.0%
+1,102.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.3% | -6.1% | +0.8% |
| 7D | +4.4% | +7.2% | -2.7% | +1.7% |
| 30D | -7.0% | -18.4% | +11.5% | -1.4% |
| 3M | -1.8% | -16.7% | +14.9% | +2.3% |
| 6M | +2.7% | -31.7% | +34.4% | +13.2% |
| YTD | +37.1% | +45.9% | -8.8% | +16.3% |
| 1Y | +43.5% | +47.0% | -3.5% | +21.3% |
| 3Y | +341.5% | +224.1% | +117.4% | +190.4% |
| 5Y | +278.9% | +238.5% | +40.3% | +141.7% |
| 10Y | +1,641.8% | +512.7% | +1,129.1% | +717.3% |
| All | +1,641.8% | +539.0% | +1,102.8% | +717.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling