+197.3%
MKSI vs TSLQ
-95.6%
+292.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +1.8% |
| 7D | +2.7% | -6.6% | +9.3% | +1.2% |
| 30D | -12.8% | -24.3% | +11.5% | -17.8% |
| 3M | -22.5% | -3.6% | -18.9% | -19.5% |
| 6M | +19.4% | -12.0% | +31.3% | +25.8% |
| YTD | +67.7% | +1.4% | +66.3% | +84.2% |
| 1Y | +131.4% | -43.6% | +175.0% | +131.5% |
| 3Y | +197.3% | -95.4% | +292.7% | +161.5% |
| All | +197.3% | -95.6% | +292.9% | +161.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling