+1,643.1%
TSM vs MTSI
+465.0%
+1,178.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +0.2% |
| 7D | +6.2% | +10.0% | -3.8% | +2.6% |
| 30D | -7.3% | -20.3% | +13.1% | -0.9% |
| 3M | -7.1% | -24.4% | +17.3% | 0.0% |
| 6M | +0.2% | -39.2% | +39.4% | +14.8% |
| YTD | +32.2% | +35.5% | -3.2% | +15.0% |
| 1Y | +42.8% | +43.0% | -0.2% | +21.9% |
| 3Y | +330.4% | +196.3% | +134.1% | +191.5% |
| 5Y | +263.9% | +210.0% | +53.9% | +138.7% |
| All | +1,643.1% | +465.0% | +1,178.0% | +741.8% |
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