+1.1%
TSLL vs MSTU
-90.1%
+91.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -5.1% | +16.0% | +12.5% |
| 7D | -14.3% | -9.3% | -5.0% | -11.7% |
| 30D | -6.2% | -38.3% | +32.1% | +6.9% |
| 3M | +21.2% | +24.0% | -2.9% | +1.2% |
| 6M | -36.6% | -72.1% | +35.5% | -18.7% |
| YTD | -47.8% | -70.2% | +22.5% | -43.1% |
| 1Y | -45.2% | -89.6% | +44.4% | -15.3% |
| All | +1.1% | -90.1% | +91.2% | +65.3% |
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