+88.0%
MSFU vs TSLQ
-97.3%
+185.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | +1.0% |
| 7D | -2.8% | -16.8% | +14.1% | -5.5% |
| 30D | -5.3% | -18.0% | +12.6% | -7.5% |
| 3M | +7.2% | -34.5% | +41.7% | +2.1% |
| 6M | +51.0% | -8.9% | +59.9% | +55.1% |
| YTD | -1.2% | -19.0% | +17.8% | +1.9% |
| 1Y | -10.3% | -38.2% | +27.9% | -11.1% |
| 3Y | +22.2% | -96.9% | +119.1% | -4.5% |
| All | +88.0% | -97.3% | +185.3% | +58.2% |
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 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