+92.3%
MA vs TMF
-88.0%
+180.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +2.3% | +1.2% | +1.1% | +2.3% |
| 30D | +14.7% | +19.7% | -5.1% | +14.1% |
| 3M | +13.5% | -2.1% | +15.6% | +13.5% |
| 6M | +33.1% | -13.4% | +46.6% | +33.5% |
| YTD | +15.1% | -16.7% | +31.8% | +15.5% |
| 1Y | +18.7% | -23.3% | +42.1% | +19.4% |
| 3Y | +72.1% | -24.8% | +96.9% | +72.5% |
| All | +92.3% | -88.0% | +180.3% | +66.7% |
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