-88.4%
MSTU vs TLN
+84.4%
-172.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.5% | -4.3% | -5.2% |
| 7D | -22.0% | +2.0% | -24.0% | -23.1% |
| 30D | +60.3% | -12.9% | +73.3% | +74.2% |
| 3M | -3.7% | -7.4% | +3.7% | -2.0% |
| 6M | -45.2% | -6.0% | -39.1% | -44.8% |
| YTD | -64.3% | -16.9% | -47.4% | -62.3% |
| 1Y | -94.0% | -22.6% | -71.4% | -93.3% |
| All | -88.4% | +84.4% | -172.8% | -91.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling