+131.5%
MSI vs TSLQ
-97.2%
+228.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.9% |
| 7D | -1.8% | +5.7% | -7.5% | -1.6% |
| 30D | -0.6% | -21.1% | +20.4% | -1.3% |
| 3M | +13.0% | -11.5% | +24.5% | +13.2% |
| 6M | +0.5% | -14.9% | +15.4% | +0.8% |
| YTD | +21.7% | +2.4% | +19.3% | +23.1% |
| 1Y | -2.6% | -49.8% | +47.2% | -4.0% |
| 3Y | +69.7% | -95.8% | +165.5% | +58.8% |
| All | +131.5% | -97.2% | +228.7% | +127.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling