-20.1%
TSLL vs MTSI
-18.6%
-1.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.0% | -5.3% | -5.8% |
| 7D | -9.4% | -10.7% | +1.2% | -4.0% |
| 30D | +1.6% | -29.0% | +30.6% | +21.2% |
| 3M | +29.4% | -14.7% | +44.1% | +32.0% |
| 6M | -20.1% | -20.1% | -0.1% | -12.0% |
| All | -20.1% | -18.6% | -1.5% | -12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling