-51.7%
TSLL vs MSI
+123.7%
-175.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -11.0% | +7.4% | -18.4% | -15.6% |
| 30D | -5.3% | +18.7% | -24.0% | -16.3% |
| 3M | +20.8% | +14.5% | +6.4% | +9.2% |
| 6M | -36.0% | +38.1% | -74.1% | -50.3% |
| YTD | -47.3% | +38.7% | -86.0% | -61.3% |
| 1Y | -48.4% | +35.4% | -83.8% | -61.2% |
| 3Y | -5.4% | +75.1% | -80.5% | -40.1% |
| All | -51.7% | +123.7% | -175.3% | -74.7% |
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