+71.1%
MAS vs TSLQ
-97.1%
+168.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +21.8% | -25.2% | -1.9% |
| 7D | +4.6% | +32.9% | -28.3% | +6.9% |
| 30D | +19.9% | +15.4% | +4.5% | +21.5% |
| 3M | +8.9% | -23.7% | +32.6% | +7.4% |
| 6M | +20.2% | -10.1% | +30.3% | +21.5% |
| YTD | +33.9% | +6.3% | +27.6% | +38.1% |
| 1Y | +34.7% | +4.6% | +30.1% | +39.3% |
| 3Y | +60.4% | -96.0% | +156.4% | +42.6% |
| All | +71.1% | -97.1% | +168.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling