+11.6%
TSLL vs MSTU
-91.8%
+103.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.9% | +16.3% | +7.4% |
| 7D | +33.0% | -23.0% | +56.0% | +43.2% |
| 30D | +7.7% | -47.7% | +55.4% | +28.4% |
| 3M | +34.7% | +12.5% | +22.2% | +15.2% |
| 6M | -31.5% | -76.1% | +44.6% | -8.4% |
| YTD | -42.4% | -75.5% | +33.1% | -33.6% |
| 1Y | -39.7% | -90.1% | +50.4% | -6.8% |
| All | +11.6% | -91.8% | +103.4% | +92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling