-24.9%
TSLL vs MS
+159.2%
-184.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.9% | -15.9% | -12.2% |
| 7D | -28.9% | -3.4% | -25.5% | -24.1% |
| 30D | -21.4% | -3.9% | -17.5% | -15.1% |
| 3M | +5.0% | -15.9% | +20.9% | +40.6% |
| 6M | -36.6% | -2.5% | -34.1% | -33.3% |
| YTD | -56.6% | +5.1% | -61.7% | -60.7% |
| 1Y | -60.9% | +13.0% | -73.8% | -68.7% |
| All | -24.9% | +159.2% | -184.1% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling