+70.7%
MSFU vs TSLQ
-96.7%
+167.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.3% | -8.0% | +5.7% | -3.3% |
| 30D | -6.3% | -23.8% | +17.5% | -9.7% |
| 3M | +40.0% | -7.0% | +47.0% | +41.8% |
| 6M | +30.1% | -17.1% | +47.2% | +31.4% |
| YTD | -10.3% | +0.1% | -10.4% | -5.4% |
| 1Y | -19.0% | -51.2% | +32.2% | -22.1% |
| 3Y | +25.8% | -95.9% | +121.7% | +3.1% |
| All | +70.7% | -96.7% | +167.4% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling