+43.5%
TSM vs MTSI
+41.9%
+1.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.3% | -6.1% | +0.1% |
| 7D | +4.4% | +7.2% | -2.7% | +1.0% |
| 30D | -7.0% | -18.4% | +11.5% | -0.9% |
| 3M | -1.8% | -16.7% | +14.9% | +2.5% |
| 6M | +2.7% | -31.7% | +34.4% | +14.6% |
| YTD | +37.1% | +45.9% | -8.8% | +12.1% |
| 1Y | +43.5% | +47.0% | -3.5% | +17.2% |
| All | +43.5% | +41.9% | +1.6% | +17.2% |
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