+88.5%
MA vs TMF
-88.6%
+177.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | +1.3% | -9.3% | +10.6% | +1.6% |
| 30D | +9.6% | +1.9% | +7.7% | +9.6% |
| 3M | +16.8% | -11.2% | +28.0% | +17.2% |
| 6M | +35.2% | -17.7% | +52.9% | +35.9% |
| YTD | +16.6% | -24.5% | +41.0% | +17.4% |
| 1Y | +19.8% | -29.4% | +49.2% | +20.8% |
| 3Y | +70.7% | -33.4% | +104.1% | +71.7% |
| All | +88.5% | -88.6% | +177.1% | +70.4% |
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