-87.5%
MSTU vs TSLQ
-95.1%
+7.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.3% |
| 7D | +12.9% | -8.0% | +20.9% | +9.2% |
| 30D | +68.3% | -23.8% | +92.1% | +50.7% |
| 3M | +0.4% | -7.0% | +7.4% | +12.5% |
| 6M | -41.5% | -17.1% | -24.4% | -31.5% |
| YTD | -61.7% | +0.1% | -61.8% | -44.8% |
| 1Y | -93.7% | -51.2% | -42.5% | -93.3% |
| All | -87.5% | -95.1% | +7.6% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling