-85.6%
MSTU vs TSN
-10.6%
-75.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +21.3% | -6.3% | +27.6% | +21.2% |
| 30D | +90.8% | -10.8% | +101.6% | +93.5% |
| 3M | -6.8% | -8.8% | +2.0% | -6.0% |
| 6M | -39.8% | -16.8% | -23.0% | -37.8% |
| YTD | -55.7% | -10.0% | -45.7% | -54.8% |
| 1Y | -92.7% | -5.3% | -87.4% | -92.6% |
| All | -85.6% | -10.6% | -75.0% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling