-43.6%
TSLQ vs MSTZ
-18.6%
-25.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | -0.1% |
| 7D | -6.6% | +17.0% | -23.6% | -10.6% |
| 30D | -24.3% | -61.8% | +37.5% | -7.1% |
| 3M | -3.6% | -54.6% | +51.0% | +9.4% |
| 6M | -12.0% | -59.3% | +47.3% | -1.2% |
| YTD | +1.4% | -74.6% | +76.0% | +11.9% |
| 1Y | -43.6% | -18.8% | -24.7% | -63.6% |
| All | -43.6% | -18.6% | -25.0% | -63.6% |
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