-49.7%
TSLQ vs MSTZ
-29.5%
-20.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.4% | +11.3% |
| 7D | -5.8% | -29.7% | +23.9% | +2.0% |
| 30D | -22.1% | -65.3% | +43.2% | -1.5% |
| 3M | +10.1% | -57.3% | +67.4% | +28.0% |
| 6M | -6.8% | -61.6% | +54.9% | +6.8% |
| YTD | +8.5% | -78.3% | +86.8% | +25.0% |
| 1Y | -49.7% | -30.2% | -19.5% | -68.0% |
| All | -49.7% | -29.5% | -20.3% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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