-5.8%
TSLL vs MSTZ
-99.3%
+93.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.5% | -11.0% |
| 7D | +1.9% | -29.7% | +31.6% | -5.4% |
| 30D | +17.8% | -65.3% | +83.0% | -9.1% |
| 3M | -37.0% | -57.3% | +20.3% | -42.3% |
| 6M | -37.7% | -61.6% | +24.0% | -39.8% |
| YTD | -51.4% | -78.3% | +26.9% | -54.2% |
| 1Y | -23.4% | -30.2% | +6.9% | +23.5% |
| All | -5.8% | -99.3% | +93.4% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling