-48.4%
TSLL vs MSTU
-91.0%
+42.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +2.6% |
| 7D | -11.0% | -21.7% | +10.7% | -5.7% |
| 30D | -5.3% | -42.8% | +37.5% | +6.1% |
| 3M | +20.8% | +21.4% | -0.6% | +7.7% |
| 6M | -36.0% | -74.1% | +38.1% | -23.4% |
| YTD | -47.3% | -72.4% | +25.1% | -41.6% |
| 1Y | -48.4% | -90.1% | +41.6% | -30.0% |
| All | -48.4% | -91.0% | +42.5% | -30.0% |
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