+388.7%
MTSI vs TSLQ
-97.6%
+486.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -11.1% | +20.1% | +6.6% |
| 7D | +3.5% | +8.5% | -5.0% | +7.2% |
| 30D | -30.3% | -4.8% | -25.5% | -29.1% |
| 3M | -26.0% | -34.9% | +8.9% | -29.3% |
| 6M | -36.1% | -10.6% | -25.5% | -32.0% |
| YTD | +34.3% | -13.4% | +47.7% | +45.2% |
| 1Y | +35.3% | -25.9% | +61.2% | +43.7% |
| 3Y | +217.6% | -96.9% | +314.6% | +148.5% |
| All | +388.7% | -97.6% | +486.4% | +312.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling