+8.0%
TSLL vs MSTZ
-99.3%
+107.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +8.0% | +5.1% |
| 7D | +0.5% | +31.0% | -30.5% | +11.2% |
| 30D | +2.7% | +34.0% | -31.3% | +16.9% |
| 3M | +26.3% | -67.7% | +94.0% | +2.3% |
| 6M | -37.2% | -14.9% | -22.3% | -20.8% |
| YTD | -44.2% | -79.1% | +34.8% | -44.2% |
| 1Y | -44.0% | -58.9% | +15.0% | -25.6% |
| All | +8.0% | -99.3% | +107.3% | +35.1% |
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