-49.1%
TSLL vs MAS
+78.8%
-128.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.6% | -12.0% | -10.4% |
| 7D | -9.4% | +14.2% | -23.6% | -18.4% |
| 30D | +1.6% | +26.8% | -25.3% | -16.2% |
| 3M | +29.4% | +13.1% | +16.3% | +15.9% |
| 6M | -20.1% | +27.9% | -48.1% | -36.0% |
| YTD | -44.5% | +38.7% | -83.2% | -59.9% |
| 1Y | -46.0% | +40.4% | -86.4% | -61.6% |
| 3Y | -4.3% | +66.1% | -70.4% | -40.4% |
| All | -49.1% | +78.8% | -128.0% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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