-89.3%
MSTU vs TLN
-1.4%
-87.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | -0.4% |
| 7D | -27.7% | +15.9% | -43.6% | -32.8% |
| 30D | -40.3% | -0.3% | -40.0% | -40.4% |
| 3M | +26.4% | +5.8% | +20.6% | +21.3% |
| 6M | -75.7% | -1.2% | -74.5% | -76.2% |
| YTD | -71.9% | +1.0% | -72.9% | -74.6% |
| 1Y | -89.3% | +1.1% | -90.4% | -90.3% |
| All | -89.3% | -1.4% | -87.9% | -90.3% |
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