-93.6%
MSTU vs TLN
-21.1%
-72.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.6% | -4.3% |
| 7D | +12.9% | +5.8% | +7.1% | +8.9% |
| 30D | +68.3% | -6.9% | +75.2% | +74.8% |
| 3M | +0.4% | -10.9% | +11.3% | +3.6% |
| 6M | -41.5% | -4.6% | -36.9% | -42.4% |
| YTD | -61.7% | -14.7% | -47.0% | -61.7% |
| All | -93.6% | -21.1% | -72.4% | -93.2% |
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