-92.7%
MSTU vs TSLQ
-50.5%
-42.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +12.0% | -15.1% | +5.5% |
| 7D | +21.3% | -5.8% | +27.1% | +21.2% |
| 30D | +90.8% | -22.1% | +112.9% | +73.5% |
| 3M | -6.8% | +10.1% | -16.8% | +21.2% |
| 6M | -39.8% | -6.8% | -33.1% | -23.5% |
| YTD | -55.7% | +8.5% | -64.2% | -34.0% |
| 1Y | -92.7% | -49.7% | -42.9% | -89.9% |
| All | -92.7% | -50.5% | -42.2% | -89.9% |
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