-55.4%
TSLL vs MS
+186.1%
-241.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.3% |
| 7D | +1.9% | +1.4% | +0.5% | 0.0% |
| 30D | +17.8% | -0.3% | +18.0% | +18.4% |
| 3M | -37.0% | +0.3% | -37.3% | -36.4% |
| 6M | -37.7% | +31.3% | -69.0% | -58.8% |
| YTD | -51.4% | +24.7% | -76.0% | -65.9% |
| 1Y | -23.4% | +47.9% | -71.3% | -59.5% |
| 3Y | -30.8% | +178.3% | -209.1% | -82.5% |
| All | -55.4% | +186.1% | -241.5% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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