+3,724.1%
TSM vs MTSI
+1,104.2%
+2,619.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.0% | -5.5% | +0.9% |
| 7D | -2.5% | +3.5% | -6.0% | -3.7% |
| 30D | -14.3% | -30.3% | +16.0% | -5.5% |
| 3M | -7.2% | -26.0% | +18.8% | -0.3% |
| 6M | -5.1% | -36.1% | +31.0% | +5.5% |
| YTD | +28.9% | +34.3% | -5.4% | +15.3% |
| 1Y | +37.1% | +35.3% | +1.8% | +22.2% |
| 3Y | +341.5% | +217.6% | +123.8% | +214.2% |
| 5Y | +245.7% | +210.1% | +35.6% | +143.9% |
| 10Y | +1,502.2% | +471.4% | +1,030.8% | +794.7% |
| All | +3,724.1% | +1,104.2% | +2,619.9% | +1,820.6% |
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