+132.6%
MSI vs TSLQ
-97.2%
+229.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -0.4% | -6.6% | +6.2% | -0.6% |
| 30D | -0.8% | -24.3% | +23.5% | -1.5% |
| 3M | +13.9% | -3.6% | +17.6% | +14.4% |
| 6M | +1.3% | -12.0% | +13.3% | +1.8% |
| YTD | +22.3% | +1.4% | +20.9% | +23.7% |
| 1Y | -3.9% | -43.6% | +39.7% | -4.7% |
| 3Y | +69.9% | -95.4% | +165.3% | +60.1% |
| All | +132.6% | -97.2% | +229.8% | +128.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling