-60.3%
TSLL vs MOS
-52.4%
-7.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +3.3% | -25.2% | -23.3% |
| 7D | -28.9% | +22.5% | -51.4% | -36.2% |
| 30D | -21.4% | +6.6% | -28.1% | -25.0% |
| 3M | +5.0% | -3.8% | +8.8% | +4.8% |
| 6M | -36.6% | -2.2% | -34.4% | -37.4% |
| YTD | -56.6% | -4.8% | -51.9% | -57.8% |
| 1Y | -60.9% | -11.7% | -49.2% | -60.8% |
| 3Y | -25.2% | -26.5% | +1.3% | -21.5% |
| All | -60.3% | -52.4% | -7.9% | -48.1% |
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