-42.3%
MOS vs TSLQ
-97.3%
+55.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.4% | +8.5% | -0.4% |
| 7D | +21.6% | +19.7% | +1.9% | +23.2% |
| 30D | +12.0% | +4.1% | +7.8% | +12.5% |
| 3M | -3.9% | -30.9% | +27.0% | -5.9% |
| 6M | -3.3% | -13.6% | +10.3% | -2.5% |
| YTD | -4.6% | -2.6% | -2.1% | -2.3% |
| 1Y | -7.0% | -10.4% | +3.5% | -5.0% |
| 3Y | -24.4% | -96.4% | +72.0% | -33.4% |
| All | -42.3% | -97.3% | +55.0% | -45.9% |
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