-48.4%
TSLL vs MSTZ
-51.1%
+2.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | +2.7% |
| 7D | -11.0% | +21.1% | -32.1% | -5.8% |
| 30D | -5.3% | +40.1% | -45.4% | +5.5% |
| 3M | +20.8% | -66.1% | +86.9% | +5.8% |
| 6M | -36.0% | -20.7% | -15.3% | -26.4% |
| YTD | -47.3% | -78.6% | +31.3% | -45.1% |
| 1Y | -48.4% | -55.5% | +7.0% | -34.9% |
| All | -48.4% | -51.1% | +2.7% | -34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling