-87.2%
MSTU vs TSLQ
-17.8%
-69.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.4% | +3.9% | +15.1% |
| 7D | -4.8% | +9.8% | -14.7% | +1.7% |
| 30D | -29.6% | -6.0% | -23.5% | -31.4% |
| 3M | +69.4% | -35.0% | +104.4% | +37.3% |
| 6M | -62.2% | -24.9% | -37.3% | -61.3% |
| YTD | -61.1% | -12.7% | -48.4% | -49.8% |
| 1Y | -87.2% | -21.0% | -66.2% | -83.9% |
| All | -87.2% | -17.8% | -69.4% | -83.9% |
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