-92.0%
MSTU vs TSN
+3.0%
-95.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.0% | -11.9% | -12.8% |
| 7D | -23.0% | -1.4% | -21.6% | -22.9% |
| 30D | -47.7% | +10.2% | -57.9% | -48.0% |
| 3M | +12.5% | +7.2% | +5.3% | +11.3% |
| 6M | -76.1% | -10.6% | -65.5% | -75.0% |
| YTD | -75.5% | +3.7% | -79.2% | -75.3% |
| 1Y | -90.1% | +13.5% | -103.5% | -90.2% |
| All | -92.0% | +3.0% | -95.1% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling