+28.9%
MTSI vs TSLQ
-22.4%
+51.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -11.1% | +20.1% | +5.5% |
| 7D | +3.5% | +8.5% | -5.0% | +8.3% |
| 30D | -30.3% | -4.8% | -25.5% | -28.8% |
| 3M | -26.0% | -34.9% | +8.9% | -30.3% |
| 6M | -36.1% | -10.6% | -25.5% | -30.6% |
| YTD | +34.3% | -13.4% | +47.7% | +46.9% |
| All | +28.9% | -22.4% | +51.3% | +39.9% |
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 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