+1.2%
MOS vs TSLQ
-10.8%
+12.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.6% | +2.6% |
| 7D | +9.5% | -5.8% | +15.3% | +8.9% |
| 30D | +10.4% | -22.1% | +32.5% | +7.9% |
| 3M | +12.9% | +10.1% | +2.8% | +16.9% |
| 6M | +1.2% | -6.8% | +8.0% | +11.7% |
| All | +1.2% | -10.8% | +12.0% | +11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling