-48.4%
TSLL vs MSFU
+85.8%
-134.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.8% | +10.5% | +9.0% |
| 7D | +0.5% | -12.7% | +13.1% | +11.0% |
| 30D | +2.7% | -9.0% | +11.7% | +8.3% |
| 3M | +26.3% | +2.9% | +23.3% | +21.4% |
| 6M | -37.2% | +43.5% | -80.7% | -56.6% |
| YTD | -44.2% | -2.4% | -41.8% | -49.1% |
| 1Y | -44.0% | -13.5% | -30.5% | -43.4% |
| 3Y | 0.0% | +19.2% | -19.2% | -23.3% |
| All | -48.4% | +85.8% | -134.2% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling