+196.3%
MTSI vs TSLQ
-97.0%
+293.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.3% | -4.8% |
| 7D | +10.0% | -16.8% | +26.8% | +6.4% |
| 30D | -20.3% | -18.0% | -2.4% | -21.3% |
| 3M | -24.4% | -34.5% | +10.1% | -27.5% |
| 6M | -39.2% | -8.9% | -30.3% | -35.4% |
| YTD | +35.5% | -19.0% | +54.5% | +44.2% |
| 1Y | +43.0% | -38.2% | +81.2% | +46.2% |
| 3Y | +196.3% | -96.9% | +293.2% | +154.2% |
| All | +196.3% | -97.0% | +293.3% | +154.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling