-90.8%
MSTU vs TLN
+124.2%
-215.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -3.0% | -0.9% |
| 7D | -27.7% | +15.9% | -43.6% | -34.0% |
| 30D | -40.3% | -0.3% | -40.0% | -40.5% |
| 3M | +26.4% | +5.8% | +20.6% | +19.7% |
| 6M | -75.7% | -1.2% | -74.5% | -76.4% |
| YTD | -71.9% | +1.0% | -72.9% | -74.1% |
| 1Y | -89.3% | +1.1% | -90.4% | -90.2% |
| All | -90.8% | +124.2% | -215.0% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling