+348.3%
MTSI vs TSLQ
-97.3%
+445.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -8.4% | +19.2% | +9.1% |
| 7D | -10.0% | +19.7% | -29.7% | -5.1% |
| 30D | -37.2% | +4.1% | -41.3% | -35.0% |
| 3M | -30.1% | -30.9% | +0.8% | -32.4% |
| 6M | -31.9% | -13.6% | -18.3% | -27.8% |
| YTD | +23.2% | -2.6% | +25.8% | +36.1% |
| 1Y | +26.4% | -10.4% | +36.8% | +39.1% |
| 3Y | +186.2% | -96.4% | +282.5% | +131.4% |
| All | +348.3% | -97.3% | +445.7% | +287.2% |
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 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