+165.4%
MSI vs TSLQ
-97.9%
+263.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -1.0% |
| 7D | +2.6% | -26.6% | +29.2% | +1.7% |
| 30D | +18.1% | -17.5% | +35.6% | +17.6% |
| 3M | +13.2% | -41.7% | +54.9% | +11.6% |
| 6M | +36.3% | -16.9% | +53.2% | +36.7% |
| YTD | +39.5% | -21.9% | +61.4% | +40.2% |
| 1Y | +36.9% | -32.5% | +69.4% | +37.0% |
| 3Y | +76.1% | -97.2% | +173.3% | +62.0% |
| All | +165.4% | -97.9% | +263.2% | +159.1% |
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