+3,967.5%
TSM vs MTSI
+1,208.2%
+2,759.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.3% | -6.1% | +1.2% |
| 7D | +4.4% | +7.2% | -2.7% | +2.1% |
| 30D | -7.0% | -18.4% | +11.5% | -2.1% |
| 3M | -1.8% | -16.7% | +14.9% | +1.9% |
| 6M | +2.7% | -31.7% | +34.4% | +11.9% |
| YTD | +37.1% | +45.9% | -8.8% | +19.6% |
| 1Y | +43.5% | +47.0% | -3.5% | +24.8% |
| 3Y | +341.5% | +224.1% | +117.4% | +211.0% |
| 5Y | +278.9% | +238.5% | +40.3% | +160.5% |
| 10Y | +1,641.8% | +512.7% | +1,129.1% | +850.4% |
| All | +3,967.5% | +1,208.2% | +2,759.3% | +1,892.5% |
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