-46.0%
TSLL vs MSTU
-88.0%
+42.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.3% | -16.7% | -8.6% |
| 7D | -9.4% | -4.8% | -4.6% | -9.0% |
| 30D | +1.6% | -29.6% | +31.1% | +7.8% |
| 3M | +29.4% | +69.4% | -40.0% | +6.2% |
| 6M | -20.1% | -62.2% | +42.1% | -12.5% |
| YTD | -44.5% | -61.1% | +16.6% | -43.2% |
| 1Y | -46.0% | -87.2% | +41.1% | -27.6% |
| All | -46.0% | -88.0% | +42.0% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 1y: compounded portfolio wealth divided by compounded MSTU 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…
1y analysis · Full analysis span regression · 6 months rolling