+157.0%
MKSI vs TSLQ
-50.5%
+207.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +12.0% | -7.7% | +7.4% |
| 7D | +1.8% | -5.8% | +7.6% | +0.4% |
| 30D | -16.8% | -22.1% | +5.3% | -21.9% |
| 3M | -21.1% | +10.1% | -31.2% | -14.2% |
| 6M | +10.8% | -6.8% | +17.6% | +19.3% |
| YTD | +63.3% | +8.5% | +54.8% | +81.7% |
| 1Y | +157.0% | -49.7% | +206.7% | +195.7% |
| All | +157.0% | -50.5% | +207.5% | +195.7% |
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 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