+4,347.1%
MA vs TMF
-69.1%
+4,416.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.4% |
| 7D | +3.2% | +2.7% | +0.5% | +3.5% |
| 30D | +15.9% | +19.3% | -3.4% | +18.7% |
| 3M | +15.2% | -3.7% | +18.8% | +14.6% |
| 6M | +32.4% | -11.3% | +43.7% | +30.5% |
| YTD | +15.6% | -16.6% | +32.2% | +13.1% |
| 1Y | +19.3% | -21.1% | +40.4% | +15.9% |
| 3Y | +73.0% | -26.8% | +99.8% | +69.6% |
| 5Y | +93.7% | -88.0% | +181.8% | +41.4% |
| 10Y | +575.0% | -84.7% | +659.7% | +467.2% |
| All | +4,347.1% | -69.1% | +4,416.2% | +4,769.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling