-56.8%
TSLL vs MSI
+118.2%
-175.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.5% | +9.1% | +8.9% |
| 7D | -21.2% | +4.7% | -25.9% | -24.2% |
| 30D | -13.3% | +14.8% | -28.1% | -21.8% |
| 3M | +15.4% | +8.8% | +6.6% | +7.7% |
| 6M | -34.2% | +19.3% | -53.5% | -43.9% |
| YTD | -52.9% | +35.3% | -88.2% | -64.9% |
| 1Y | -54.3% | +33.8% | -88.1% | -65.6% |
| 3Y | -18.4% | +74.4% | -92.8% | -48.4% |
| All | -56.8% | +118.2% | -175.0% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling