+24.8%
MSFU vs TSLQ
-95.6%
+120.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.6% | -3.6% |
| 7D | -3.2% | -8.6% | +5.4% | -4.2% |
| 30D | -3.1% | -24.9% | +21.7% | -6.6% |
| 3M | +35.3% | -1.5% | +36.8% | +38.3% |
| 6M | +31.6% | -18.1% | +49.7% | +32.5% |
| YTD | -9.5% | -0.1% | -9.4% | -5.0% |
| 1Y | -18.4% | -51.4% | +33.0% | -21.3% |
| All | +24.8% | -95.6% | +120.5% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling