+584.1%
MA vs TMF
-81.8%
+665.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -1.6% |
| 7D | -0.5% | -8.2% | +7.7% | -1.1% |
| 30D | +7.9% | +5.3% | +2.6% | +8.4% |
| 3M | +16.8% | -8.5% | +25.2% | +16.0% |
| 6M | +31.0% | -17.2% | +48.2% | +29.2% |
| YTD | +15.0% | -23.4% | +38.5% | +12.9% |
| 1Y | +17.0% | -30.2% | +47.3% | +14.0% |
| 3Y | +68.5% | -32.9% | +101.4% | +65.8% |
| 5Y | +85.0% | -88.5% | +173.5% | +40.8% |
| All | +584.1% | -81.8% | +665.9% | +478.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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