+73.2%
MSFU vs TSLQ
-96.7%
+169.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +1.0% |
| 7D | -1.8% | -6.6% | +4.8% | -2.9% |
| 30D | +0.5% | -24.3% | +24.8% | -3.3% |
| 3M | +51.9% | -3.6% | +55.5% | +54.7% |
| 6M | +35.0% | -12.0% | +46.9% | +37.7% |
| YTD | -9.0% | +1.4% | -10.4% | -3.8% |
| 1Y | -18.8% | -43.6% | +24.7% | -20.1% |
| 3Y | +25.5% | -95.4% | +120.9% | +5.8% |
| All | +73.2% | -96.7% | +169.8% | +49.2% |
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