-46.0%
TSLL vs MTSI
+59.5%
-105.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -5.9% |
| 7D | -9.4% | -10.7% | +1.2% | -4.8% |
| 30D | +1.6% | -29.0% | +30.6% | +18.3% |
| 3M | +29.4% | -14.7% | +44.1% | +33.4% |
| 6M | -20.1% | -20.1% | -0.1% | -9.7% |
| YTD | -44.5% | +36.1% | -80.6% | -48.0% |
| 1Y | -46.0% | +61.7% | -107.8% | -55.7% |
| All | -46.0% | +59.5% | -105.5% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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