-49.1%
TSLL vs MSI
+125.3%
-174.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | +17.8% | +3.2% | +14.6% | +15.7% |
| 30D | +8.2% | +17.6% | -9.3% | -3.6% |
| 3M | +20.9% | +14.5% | +6.3% | +9.4% |
| 6M | -37.5% | +34.3% | -71.8% | -50.4% |
| YTD | -44.5% | +39.7% | -84.2% | -59.4% |
| 1Y | -33.0% | +40.2% | -73.1% | -51.3% |
| 3Y | -6.4% | +77.1% | -83.5% | -41.2% |
| All | -49.1% | +125.3% | -174.4% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling