+33.0%
TSM vs MTSI
+32.8%
+0.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.5% | -0.1% |
| 7D | -2.5% | +3.5% | -6.0% | -4.2% |
| 30D | -14.3% | -30.3% | +16.0% | -2.9% |
| 3M | -7.2% | -26.0% | +18.8% | +1.6% |
| 6M | -5.1% | -36.1% | +31.0% | +8.9% |
| YTD | +28.9% | +34.3% | -5.4% | +9.2% |
| All | +33.0% | +32.8% | +0.3% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling