-55.4%
TSLL vs MOS
-45.3%
-10.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.4% | -13.3% | -12.5% |
| 7D | +1.9% | +9.5% | -7.6% | -2.8% |
| 30D | +17.8% | +10.4% | +7.3% | +11.7% |
| 3M | -37.0% | +12.9% | -49.9% | -41.0% |
| 6M | -37.7% | +1.2% | -38.9% | -39.3% |
| YTD | -51.4% | +9.3% | -60.7% | -55.0% |
| 1Y | -23.4% | -18.0% | -5.4% | -17.5% |
| 3Y | -30.8% | -29.0% | -1.8% | -24.9% |
| All | -55.4% | -45.3% | -10.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling