-10.7%
MSFU vs TSLQ
-34.8%
+24.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.5% | +4.4% | +0.3% |
| 7D | -4.9% | -26.6% | +21.6% | -9.3% |
| 30D | -9.1% | -17.5% | +8.4% | -11.0% |
| 3M | +8.7% | -41.7% | +50.4% | +1.8% |
| 6M | +48.3% | -16.9% | +65.2% | +46.6% |
| YTD | -1.6% | -21.9% | +20.3% | -5.4% |
| All | -10.7% | -34.8% | +24.2% | -13.2% |
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