-96.2%
TSLQ vs MSTZ
-99.2%
+3.0%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +2.2% |
| 7D | -16.8% | +30.8% | -47.6% | -24.1% |
| 30D | -18.0% | +41.2% | -59.2% | -28.5% |
| 3M | -34.5% | -60.9% | +26.4% | -22.0% |
| 6M | -8.9% | -15.7% | +6.8% | -21.4% |
| YTD | -19.0% | -75.2% | +56.2% | -14.0% |
| 1Y | -38.2% | -59.8% | +21.6% | -47.4% |
| All | -96.2% | -99.2% | +3.0% | -94.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling