+189.0%
MS vs TSLQ
-97.6%
+286.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.2% | +1.7% |
| 7D | +0.7% | +8.5% | -7.7% | +2.3% |
| 30D | -0.9% | -4.8% | +3.8% | -0.7% |
| 3M | -13.0% | -34.9% | +21.9% | -16.1% |
| 6M | -2.0% | -10.6% | +8.6% | +0.2% |
| YTD | +7.8% | -13.4% | +21.2% | +11.4% |
| 1Y | +17.9% | -25.9% | +43.7% | +20.3% |
| 3Y | +174.8% | -96.9% | +271.7% | +127.7% |
| All | +189.0% | -97.6% | +286.6% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling