-60.3%
TSLL vs MTSI
+217.2%
-277.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -18.4% | -3.5% | -6.2% |
| 7D | -28.9% | -24.6% | -4.3% | -9.5% |
| 30D | -21.4% | -45.7% | +24.3% | +30.5% |
| 3M | +5.0% | -27.7% | +32.7% | +25.8% |
| 6M | -36.6% | -37.3% | +0.7% | -13.6% |
| YTD | -56.6% | +11.1% | -67.8% | -69.5% |
| 1Y | -60.9% | +27.2% | -88.0% | -77.0% |
| 3Y | -25.2% | +153.7% | -178.9% | -76.3% |
| All | -60.3% | +217.2% | -277.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling