-56.8%
TSLL vs MOS
-52.3%
-4.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | +21.6% | -42.8% | -29.1% |
| 30D | -13.3% | +12.0% | -25.3% | -19.1% |
| 3M | +15.4% | -3.9% | +19.3% | +15.3% |
| 6M | -34.2% | -3.3% | -30.9% | -34.7% |
| YTD | -52.9% | -4.6% | -48.3% | -54.2% |
| 1Y | -54.3% | -7.0% | -47.4% | -55.7% |
| 3Y | -18.4% | -24.4% | +6.1% | -15.4% |
| All | -56.8% | -52.3% | -4.5% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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