-55.4%
TSLL vs MTSI
+348.2%
-403.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.3% | -14.9% |
| 7D | +1.9% | +1.4% | +0.5% | +0.2% |
| 30D | +17.8% | +2.1% | +15.7% | +9.3% |
| 3M | -37.0% | -29.7% | -7.3% | -16.5% |
| 6M | -37.7% | +12.5% | -50.2% | -49.5% |
| YTD | -51.4% | +57.0% | -108.4% | -73.5% |
| 1Y | -23.4% | +103.9% | -127.3% | -69.5% |
| 3Y | -30.8% | +223.6% | -254.3% | -81.5% |
| All | -55.4% | +348.2% | -403.6% | -91.2% |
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