-43.5%
MOS vs TSLQ
-97.8%
+54.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +1.0% |
| 7D | -2.0% | -16.8% | +14.9% | -3.1% |
| 30D | +15.3% | -18.0% | +33.3% | +14.0% |
| 3M | +1.5% | -34.5% | +36.0% | -0.9% |
| 6M | -2.0% | -8.9% | +6.9% | -0.7% |
| YTD | -6.5% | -19.0% | +12.5% | -5.4% |
| 1Y | -11.1% | -38.2% | +27.2% | -11.6% |
| 3Y | -30.3% | -96.9% | +66.7% | -39.0% |
| All | -43.5% | -97.8% | +54.3% | -47.6% |
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