+430.9%
MTSI vs TSLQ
-97.8%
+528.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -5.8% | +16.1% | +9.1% |
| 7D | +7.2% | -7.3% | +14.5% | +7.5% |
| 30D | -18.4% | -13.2% | -5.2% | -18.5% |
| 3M | -16.7% | -37.6% | +20.9% | -21.1% |
| 6M | -31.7% | -9.3% | -22.4% | -27.3% |
| YTD | +45.9% | -19.1% | +64.9% | +55.6% |
| 1Y | +47.0% | -27.2% | +74.2% | +55.3% |
| 3Y | +224.1% | -97.1% | +321.1% | +151.6% |
| All | +430.9% | -97.8% | +528.7% | +342.7% |
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