-92.7%
MSTU vs TLN
-17.2%
-75.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.8% | -6.9% | -5.5% |
| 7D | +21.3% | +7.1% | +14.3% | +16.4% |
| 30D | +90.8% | -3.9% | +94.7% | +94.6% |
| 3M | -6.8% | -16.2% | +9.4% | +1.1% |
| 6M | -39.8% | -5.8% | -34.0% | -40.0% |
| YTD | -55.7% | -15.4% | -40.3% | -55.4% |
| 1Y | -92.7% | -16.7% | -76.0% | -93.3% |
| All | -92.7% | -17.2% | -75.5% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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