-88.4%
MSTU vs TSN
-8.8%
-79.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.4% | -8.2% | -6.9% |
| 7D | -22.0% | +1.4% | -23.4% | -22.1% |
| 30D | +60.3% | -6.2% | +66.5% | +60.6% |
| 3M | -3.7% | -5.7% | +2.0% | -3.0% |
| 6M | -45.2% | -11.4% | -33.8% | -43.9% |
| YTD | -64.3% | -8.2% | -56.1% | -63.7% |
| 1Y | -94.0% | -2.0% | -92.0% | -94.0% |
| All | -88.4% | -8.8% | -79.6% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling