-26.6%
TSLL vs MSTZ
-29.7%
+3.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.5% | -11.2% |
| 7D | +1.9% | -29.7% | +31.6% | -3.9% |
| 30D | +17.8% | -65.3% | +83.0% | -3.8% |
| 3M | -37.0% | -57.3% | +20.3% | -41.2% |
| 6M | -37.7% | -61.6% | +24.0% | -39.1% |
| YTD | -51.4% | -78.3% | +26.9% | -51.8% |
| All | -26.6% | -29.7% | +3.2% | +34.3% |
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