-23.4%
TSLL vs MSFU
-18.4%
-4.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.2% | -7.7% | -10.4% |
| 7D | +1.9% | -5.7% | +7.6% | +4.1% |
| 30D | +17.8% | +4.2% | +13.6% | +16.2% |
| 3M | -37.0% | +27.9% | -64.9% | -41.4% |
| 6M | -37.7% | +37.1% | -74.8% | -46.1% |
| YTD | -51.4% | -7.4% | -44.0% | -48.9% |
| 1Y | -23.4% | -19.6% | -3.8% | -3.6% |
| All | -23.4% | -18.4% | -4.9% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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