-54.3%
TSLL vs MS
+12.8%
-67.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.2% | +9.3% |
| 7D | -21.2% | -1.6% | -19.7% | -18.6% |
| 30D | -13.3% | -3.8% | -9.5% | -7.6% |
| 3M | +15.4% | -14.6% | +30.0% | +41.9% |
| 6M | -34.2% | -5.1% | -29.2% | -27.8% |
| YTD | -52.9% | +4.5% | -57.4% | -54.3% |
| 1Y | -54.3% | +13.5% | -67.9% | -63.0% |
| All | -54.3% | +12.8% | -67.1% | -63.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling