-93.8%
MSTU vs TNA
+52.8%
-146.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +2.2% |
| 7D | -16.6% | -7.3% | -9.3% | -7.6% |
| 30D | +69.7% | -14.2% | +83.9% | +109.1% |
| 3M | -7.5% | -4.6% | -2.9% | -2.3% |
| 6M | -43.1% | +36.9% | -80.0% | -63.5% |
| YTD | -63.0% | +42.5% | -105.6% | -75.4% |
| 1Y | -93.8% | +45.8% | -139.5% | -95.8% |
| All | -93.8% | +52.8% | -146.6% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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