+96.0%
MA vs TMF
-88.4%
+184.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | +11.3% | +16.3% | -5.0% | +10.8% |
| 3M | +16.7% | -2.7% | +19.4% | +16.7% |
| 6M | +32.8% | -13.2% | +46.0% | +33.2% |
| YTD | +15.6% | -16.7% | +32.3% | +16.0% |
| 1Y | +19.6% | -22.7% | +42.3% | +20.2% |
| 3Y | +72.1% | -26.1% | +98.2% | +72.5% |
| 5Y | +96.0% | -88.4% | +184.5% | +68.4% |
| All | +96.0% | -88.4% | +184.4% | +68.4% |
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