-3.5%
MSFU vs TSLQ
-17.8%
+14.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +6.4% | +7.0% | +14.4% |
| 7D | +8.2% | +9.8% | -1.7% | +9.6% |
| 30D | +10.2% | -6.0% | +16.2% | +9.3% |
| 3M | +22.9% | -35.0% | +57.9% | +16.3% |
| 6M | +63.2% | -24.9% | +88.1% | +55.6% |
| YTD | +11.7% | -12.7% | +24.4% | +9.5% |
| 1Y | -3.5% | -21.0% | +17.5% | -6.1% |
| All | -3.5% | -17.8% | +14.3% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling