+265.7%
TSM vs MTSI
+206.4%
+59.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.6% | +3.9% | +1.1% |
| 7D | +6.2% | +10.0% | -3.8% | +0.9% |
| 30D | -7.3% | -20.3% | +13.1% | +1.9% |
| 3M | -7.1% | -24.4% | +17.3% | +2.9% |
| 6M | +0.2% | -39.2% | +39.4% | +21.8% |
| YTD | +32.2% | +35.5% | -3.2% | +1.4% |
| 1Y | +42.8% | +43.0% | -0.2% | +5.9% |
| 3Y | +330.4% | +196.3% | +134.1% | +102.4% |
| All | +265.7% | +206.4% | +59.3% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling