-24.9%
TSLL vs MSFU
+35.1%
-60.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.4% | -14.5% | -16.8% |
| 7D | -28.9% | +1.0% | -29.9% | -30.0% |
| 30D | -21.4% | +0.6% | -22.0% | -22.4% |
| 3M | +5.0% | +16.4% | -11.4% | -7.1% |
| 6M | -36.6% | +53.0% | -89.6% | -58.2% |
| YTD | -56.6% | +3.5% | -60.1% | -60.9% |
| 1Y | -60.9% | -7.8% | -53.0% | -60.3% |
| All | -24.9% | +35.1% | -60.0% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling