-86.8%
MSTU vs TLN
+92.8%
-179.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.8% | -11.4% | -10.3% |
| 7D | +16.1% | +10.9% | +5.2% | +8.7% |
| 30D | +68.7% | -6.3% | +75.0% | +74.7% |
| 3M | -11.0% | -10.7% | -0.3% | -7.1% |
| 6M | -33.4% | +1.6% | -35.0% | -36.2% |
| YTD | -59.5% | -13.1% | -46.4% | -58.5% |
| 1Y | -93.4% | -15.1% | -78.3% | -93.0% |
| All | -86.8% | +92.8% | -179.6% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling