-87.5%
MSTU vs TSN
-10.0%
-77.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.4% |
| 7D | +12.9% | -7.3% | +20.2% | +13.3% |
| 30D | +68.3% | -8.6% | +77.0% | +69.6% |
| 3M | +0.4% | -7.5% | +7.9% | +1.3% |
| 6M | -41.5% | -14.1% | -27.4% | -39.9% |
| YTD | -61.7% | -9.4% | -52.3% | -61.0% |
| 1Y | -93.7% | -4.1% | -89.6% | -93.6% |
| All | -87.5% | -10.0% | -77.5% | -87.3% |
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