+68.5%
MAS vs TSLQ
-97.3%
+165.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.4% | +6.8% | -2.1% |
| 7D | +2.4% | +19.7% | -17.3% | +3.9% |
| 30D | +19.8% | +4.1% | +15.7% | +20.6% |
| 3M | +9.8% | -30.9% | +40.7% | +7.6% |
| 6M | +15.8% | -13.6% | +29.4% | +16.7% |
| YTD | +31.8% | -2.6% | +34.4% | +35.1% |
| 1Y | +35.4% | -10.4% | +45.8% | +38.5% |
| 3Y | +59.2% | -96.4% | +155.6% | +40.6% |
| All | +68.5% | -97.3% | +165.8% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling