-20.1%
TSLL vs MAS
+24.1%
-44.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.6% | -12.0% | -7.8% |
| 7D | -9.4% | +14.2% | -23.6% | -13.1% |
| 30D | +1.6% | +26.8% | -25.3% | -7.1% |
| 3M | +29.4% | +13.1% | +16.3% | +25.4% |
| 6M | -20.1% | +27.9% | -48.1% | -29.6% |
| All | -20.1% | +24.1% | -44.3% | -29.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling