-39.7%
TSLL vs MSTU
-90.8%
+51.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.9% | +16.3% | +6.3% |
| 7D | +33.0% | -23.0% | +56.0% | +40.3% |
| 30D | +7.7% | -47.7% | +55.4% | +22.6% |
| 3M | +34.7% | +12.5% | +22.2% | +21.8% |
| 6M | -31.5% | -76.1% | +44.6% | -16.8% |
| YTD | -42.4% | -75.5% | +33.1% | -34.6% |
| 1Y | -39.7% | -90.1% | +50.4% | -19.7% |
| All | -39.7% | -90.8% | +51.1% | -19.7% |
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 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