+40.4%
MAS vs TSLQ
-23.1%
+63.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | +3.6% | +4.7% | -1.1% | +4.0% |
| 30D | +23.8% | -5.6% | +29.4% | +23.8% |
| 3M | +14.4% | -34.6% | +49.0% | +12.0% |
| 6M | +19.7% | -11.4% | +31.1% | +20.6% |
| YTD | +36.0% | -14.1% | +50.0% | +35.6% |
| 1Y | +40.4% | -20.7% | +61.1% | +40.1% |
| All | +40.4% | -23.1% | +63.4% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling