+76.0%
MAS vs TSLQ
-97.6%
+173.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -11.1% | +15.6% | +3.7% |
| 7D | +3.3% | +8.5% | -5.2% | +4.2% |
| 30D | +25.5% | -4.8% | +30.2% | +25.5% |
| 3M | +11.8% | -34.9% | +46.6% | +9.1% |
| 6M | +21.3% | -10.6% | +32.0% | +22.7% |
| YTD | +37.7% | -13.4% | +51.1% | +40.1% |
| 1Y | +41.0% | -25.9% | +66.9% | +42.3% |
| 3Y | +63.0% | -96.9% | +159.9% | +41.8% |
| All | +76.0% | -97.6% | +173.7% | +63.7% |
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