-55.0%
TSLL vs MSFU
+76.3%
-131.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.2% | -7.7% | -8.9% |
| 7D | +1.9% | -5.7% | +7.6% | +6.5% |
| 30D | +17.8% | +4.2% | +13.6% | +14.2% |
| 3M | -37.0% | +27.9% | -64.9% | -49.4% |
| 6M | -37.7% | +37.1% | -74.8% | -55.5% |
| YTD | -51.4% | -7.4% | -44.0% | -53.1% |
| 1Y | -23.4% | -19.6% | -3.8% | -15.7% |
| 3Y | -30.8% | +33.2% | -64.0% | -49.9% |
| All | -55.0% | +76.3% | -131.4% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling