+73.1%
MA vs TMF
-87.5%
+160.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.7% | -1.4% | -1.3% | -2.7% |
| 30D | +1.5% | -2.8% | +4.4% | +1.6% |
| 3M | +20.4% | -10.9% | +31.3% | +20.7% |
| 6M | +11.1% | -21.3% | +32.5% | +11.7% |
| YTD | +2.0% | -15.9% | +17.8% | +2.3% |
| 1Y | -2.2% | -15.7% | +13.6% | -1.8% |
| 3Y | +41.9% | -43.4% | +85.2% | +42.5% |
| All | +73.1% | -87.5% | +160.6% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling