-5.8%
TSLL vs MSTU
-85.2%
+79.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.2% | -8.7% | -10.8% |
| 7D | +1.9% | +21.3% | -19.4% | -5.3% |
| 30D | +17.8% | +90.8% | -73.1% | -8.6% |
| 3M | -37.0% | -6.8% | -30.2% | -40.5% |
| 6M | -37.7% | -39.8% | +2.2% | -36.0% |
| YTD | -51.4% | -55.7% | +4.3% | -50.2% |
| 1Y | -23.4% | -92.7% | +69.3% | +43.7% |
| All | -5.8% | -85.2% | +79.4% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling