-56.5%
TSLL vs MSFU
+93.3%
-149.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.9% | +10.5% | +9.9% |
| 7D | -21.2% | +2.5% | -23.7% | -23.4% |
| 30D | -13.3% | -1.3% | -12.0% | -13.4% |
| 3M | +15.4% | +8.6% | +6.7% | +7.2% |
| 6M | -34.2% | +48.4% | -82.6% | -55.6% |
| YTD | -52.9% | +1.6% | -54.5% | -58.1% |
| 1Y | -54.3% | -5.8% | -48.6% | -57.0% |
| 3Y | -18.4% | +30.9% | -49.3% | -41.1% |
| All | -56.5% | +93.3% | -149.8% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling