+483.9%
MTSI vs TSLQ
-97.3%
+581.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.0% | +10.1% | +0.6% |
| 7D | +4.9% | -8.6% | +13.5% | +3.3% |
| 30D | -11.6% | -24.9% | +13.3% | -15.9% |
| 3M | -24.1% | -1.5% | -22.5% | -21.4% |
| 6M | +32.4% | -18.1% | +50.5% | +36.3% |
| YTD | +60.4% | -0.1% | +60.5% | +72.6% |
| 1Y | +111.0% | -51.4% | +162.3% | +105.2% |
| 3Y | +246.1% | -95.9% | +342.1% | +180.7% |
| All | +483.9% | -97.3% | +581.2% | +390.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling