-54.3%
TSLL vs MSFU
-9.0%
-45.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +9.2% |
| 7D | -21.2% | +2.5% | -23.7% | -21.7% |
| 30D | -13.3% | -1.3% | -12.0% | -12.7% |
| 3M | +15.4% | +8.6% | +6.7% | +12.9% |
| 6M | -34.2% | +48.4% | -82.6% | -42.1% |
| YTD | -52.9% | +1.6% | -54.5% | -55.5% |
| 1Y | -54.3% | -5.8% | -48.6% | -55.4% |
| All | -54.3% | -9.0% | -45.3% | -55.4% |
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