-15.6%
MOS vs TSLQ
-17.8%
+2.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +6.4% | +10.9% | +17.7% |
| 7D | +17.9% | +9.8% | +8.1% | +18.5% |
| 30D | +1.6% | -6.0% | +7.6% | +1.3% |
| 3M | -4.0% | -35.0% | +31.0% | -6.0% |
| 6M | -4.1% | -24.9% | +20.8% | -3.8% |
| YTD | -7.8% | -12.7% | +4.9% | -9.4% |
| 1Y | -15.6% | -21.0% | +5.4% | -17.5% |
| All | -15.6% | -17.8% | +2.2% | -17.5% |
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 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