-33.9%
MOS vs TSLQ
-97.0%
+63.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +12.0% | -10.6% | +2.3% |
| 7D | +9.5% | -5.8% | +15.3% | +9.2% |
| 30D | +10.4% | -22.1% | +32.5% | +8.7% |
| 3M | +12.9% | +10.1% | +2.8% | +15.2% |
| 6M | +1.2% | -6.8% | +8.0% | +2.8% |
| YTD | +9.3% | +8.5% | +0.8% | +12.5% |
| 1Y | -18.0% | -49.7% | +31.7% | -19.3% |
| 3Y | -29.0% | -95.6% | +66.6% | -36.1% |
| All | -33.9% | -97.0% | +63.1% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling