-3.8%
TSLL vs MOS
-29.0%
+25.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +17.4% | -23.7% | -13.5% |
| 7D | -9.4% | +17.9% | -27.4% | -16.6% |
| 30D | +1.6% | +1.6% | 0.0% | 0.0% |
| 3M | +29.4% | -4.0% | +33.4% | +30.0% |
| 6M | -20.1% | -4.1% | -16.0% | -19.9% |
| YTD | -44.5% | -7.8% | -36.7% | -45.0% |
| 1Y | -46.0% | -15.6% | -30.4% | -44.4% |
| All | -3.8% | -29.0% | +25.2% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling