+27.5%
MSI vs TSLQ
-17.8%
+45.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +1.2% |
| 7D | +2.8% | +9.8% | -7.0% | +2.7% |
| 30D | +9.1% | -6.0% | +15.2% | +9.2% |
| 3M | +12.5% | -35.0% | +47.5% | +12.7% |
| 6M | +14.2% | -24.9% | +39.2% | +14.2% |
| YTD | +30.7% | -12.7% | +43.4% | +30.9% |
| 1Y | +27.5% | -21.0% | +48.5% | +26.6% |
| All | +27.5% | -17.8% | +45.3% | +26.6% |
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 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