+20.2%
MAS vs TSLQ
-7.5%
+27.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +21.8% | -25.2% | -2.4% |
| 7D | +4.6% | +32.9% | -28.3% | +6.1% |
| 30D | +19.9% | +15.4% | +4.5% | +21.0% |
| 3M | +8.9% | -23.7% | +32.6% | +7.0% |
| 6M | +20.2% | -10.1% | +30.3% | +19.1% |
| All | +20.2% | -7.5% | +27.6% | +19.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling