+3,374.6%
TSM vs MTSI
+896.6%
+2,478.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -18.4% | +7.6% | -5.4% |
| 7D | -18.2% | -24.6% | +6.4% | -11.4% |
| 30D | -26.8% | -45.7% | +18.9% | -13.2% |
| 3M | -14.5% | -27.7% | +13.3% | -7.6% |
| 6M | -10.0% | -37.3% | +27.3% | +0.6% |
| YTD | +17.1% | +11.1% | +6.0% | +10.7% |
| 1Y | +21.5% | +27.2% | -5.6% | +10.3% |
| 3Y | +300.4% | +153.7% | +146.7% | +203.8% |
| 5Y | +224.7% | +159.0% | +65.7% | +141.9% |
| 10Y | +1,372.7% | +405.6% | +967.1% | +761.3% |
| All | +3,374.6% | +896.6% | +2,478.0% | +1,745.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling