+273.1%
TSM vs MTSI
+320.9%
-47.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +1.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.0% |
| 30D | +3.6% | +2.1% | +1.5% | +1.0% |
| 3M | -3.4% | -29.7% | +26.4% | +13.6% |
| 6M | +20.6% | +12.5% | +8.1% | +7.8% |
| YTD | +41.9% | +57.0% | -15.2% | +4.6% |
| 1Y | +84.4% | +103.9% | -19.6% | +15.7% |
| 3Y | +380.2% | +223.6% | +156.7% | +124.4% |
| All | +273.1% | +320.9% | -47.8% | +44.9% |
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