-86.8%
MSTU vs TSN
-9.1%
-77.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +1.7% | -10.3% | -8.7% |
| 7D | +16.1% | -5.0% | +21.2% | +16.0% |
| 30D | +68.7% | -9.1% | +77.7% | +70.7% |
| 3M | -11.0% | -7.4% | -3.6% | -10.0% |
| 6M | -33.4% | -13.4% | -20.0% | -31.6% |
| YTD | -59.5% | -8.5% | -51.0% | -58.8% |
| 1Y | -93.4% | -3.2% | -90.2% | -93.3% |
| All | -86.8% | -9.1% | -77.7% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling