+103.9%
MTSI vs TSLQ
-50.5%
+154.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.0% | -8.5% | +6.1% |
| 7D | +1.4% | -5.8% | +7.2% | +0.2% |
| 30D | +2.1% | -22.1% | +24.2% | -3.2% |
| 3M | -29.7% | +10.1% | -39.8% | -24.5% |
| 6M | +12.5% | -6.8% | +19.3% | +20.0% |
| YTD | +57.0% | +8.5% | +48.5% | +72.5% |
| 1Y | +103.9% | -49.7% | +153.6% | +113.2% |
| All | +103.9% | -50.5% | +154.4% | +113.2% |
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