-19.6%
MSFU vs TSLQ
-50.5%
+30.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.0% | -16.2% | -2.2% |
| 7D | -5.7% | -5.8% | +0.1% | -6.1% |
| 30D | +4.2% | -22.1% | +26.3% | +0.9% |
| 3M | +27.9% | +10.1% | +17.9% | +31.9% |
| 6M | +37.1% | -6.8% | +43.9% | +37.5% |
| YTD | -7.4% | +8.5% | -15.9% | -4.2% |
| 1Y | -19.6% | -49.7% | +30.1% | -22.2% |
| All | -19.6% | -50.5% | +30.9% | -22.2% |
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