+1.1%
TSLL vs MSTZ
-99.3%
+100.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +12.4% |
| 7D | -14.3% | +4.3% | -18.6% | -11.8% |
| 30D | -6.2% | +30.2% | -36.3% | +5.8% |
| 3M | +21.2% | -66.9% | +88.1% | -1.0% |
| 6M | -36.6% | -26.3% | -10.2% | -23.5% |
| YTD | -47.8% | -80.1% | +32.4% | -48.6% |
| 1Y | -45.2% | -57.5% | +12.3% | -26.1% |
| All | +1.1% | -99.3% | +100.5% | +24.4% |
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