+296.9%
TSM vs MTSI
+153.8%
+143.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -18.4% | +7.6% | -1.9% |
| 7D | -18.2% | -24.6% | +6.4% | -6.7% |
| 30D | -26.8% | -45.7% | +18.9% | -3.2% |
| 3M | -14.5% | -27.7% | +13.3% | -4.1% |
| 6M | -10.0% | -37.3% | +27.3% | +6.2% |
| YTD | +17.1% | +11.1% | +6.0% | -1.3% |
| 1Y | +21.5% | +27.2% | -5.6% | -6.3% |
| All | +296.9% | +153.8% | +143.1% | +83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling