-93.8%
MSTU vs TSLQ
-49.6%
-44.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +2.8% |
| 7D | -16.6% | -6.6% | -10.0% | -20.9% |
| 30D | +69.7% | -24.3% | +94.0% | +49.7% |
| 3M | -7.5% | -3.6% | -3.9% | +4.9% |
| 6M | -43.1% | -12.0% | -31.2% | -31.0% |
| YTD | -63.0% | +1.4% | -64.4% | -47.5% |
| 1Y | -93.8% | -43.6% | -50.2% | -92.4% |
| All | -93.8% | -49.6% | -44.1% | -92.4% |
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