-56.8%
TSLL vs MTSI
+251.6%
-308.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.8% | -2.2% | -0.6% |
| 7D | -21.2% | -10.0% | -11.2% | -13.6% |
| 30D | -13.3% | -37.2% | +23.9% | +27.0% |
| 3M | +15.4% | -30.1% | +45.4% | +46.4% |
| 6M | -34.2% | -31.9% | -2.3% | -16.5% |
| YTD | -52.9% | +23.2% | -76.1% | -69.7% |
| 1Y | -54.3% | +26.4% | -80.7% | -71.6% |
| 3Y | -18.4% | +186.2% | -204.5% | -76.7% |
| All | -56.8% | +251.6% | -308.4% | -89.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling