-23.4%
TSLL vs MTSI
+105.1%
-128.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.3% | -13.7% |
| 7D | +1.9% | +1.4% | +0.5% | +0.9% |
| 30D | +17.8% | +2.1% | +15.7% | +12.3% |
| 3M | -37.0% | -29.7% | -7.3% | -23.7% |
| 6M | -37.7% | +12.5% | -50.2% | -40.8% |
| YTD | -51.4% | +57.0% | -108.4% | -62.3% |
| 1Y | -23.4% | +103.9% | -127.3% | -53.7% |
| All | -23.4% | +105.1% | -128.4% | -53.7% |
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