-48.9%
TSLL vs MSTZ
-54.6%
+5.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.0% | +12.0% |
| 7D | -14.3% | +4.3% | -18.6% | -12.3% |
| 30D | -6.2% | +30.2% | -36.3% | +2.8% |
| 3M | +21.2% | -66.9% | +88.1% | +5.6% |
| 6M | -36.6% | -26.3% | -10.2% | -28.3% |
| YTD | -47.8% | -80.1% | +32.4% | -46.6% |
| All | -48.9% | -54.6% | +5.7% | -36.6% |
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