-8.8%
TSLL vs MSTU
-89.5%
+80.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +9.1% |
| 7D | -21.2% | -4.3% | -17.0% | -20.0% |
| 30D | -13.3% | -34.6% | +21.3% | -2.9% |
| 3M | +15.4% | +39.0% | -23.7% | -6.9% |
| 6M | -34.2% | -70.5% | +36.3% | -17.2% |
| YTD | -52.9% | -68.6% | +15.7% | -49.4% |
| 1Y | -54.3% | -88.6% | +34.3% | -31.5% |
| All | -8.8% | -89.5% | +80.7% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling