-8.8%
TSLL vs MSTZ
-99.4%
+90.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.9% | +8.9% |
| 7D | -21.2% | -1.2% | -20.0% | -20.2% |
| 30D | -13.3% | +22.2% | -35.5% | -3.9% |
| 3M | +15.4% | -70.4% | +85.8% | -8.8% |
| 6M | -34.2% | -31.0% | -3.2% | -22.0% |
| YTD | -52.9% | -81.0% | +28.1% | -54.3% |
| 1Y | -54.3% | -61.2% | +6.8% | -40.2% |
| All | -8.8% | -99.4% | +90.6% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling