-37.0%
TSLL vs MSFU
+23.4%
-60.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.2% | -7.7% | -10.5% |
| 7D | +1.9% | -5.7% | +7.6% | +3.7% |
| 30D | +17.8% | +4.2% | +13.6% | +16.5% |
| 3M | -37.0% | +27.9% | -64.9% | -43.0% |
| All | -37.0% | +23.4% | -60.5% | -43.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling