+2.1%
TSLL vs MSTZ
-99.3%
+101.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +3.3% |
| 7D | -11.0% | +21.1% | -32.1% | -4.0% |
| 30D | -5.3% | +40.1% | -45.4% | +9.3% |
| 3M | +20.8% | -66.1% | +86.9% | -0.6% |
| 6M | -36.0% | -20.7% | -15.3% | -21.0% |
| YTD | -47.3% | -78.6% | +31.3% | -46.9% |
| 1Y | -48.4% | -55.5% | +7.0% | -29.5% |
| All | +2.1% | -99.3% | +101.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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