+42.7%
MKSI vs TMF
-23.9%
+66.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.5% | -7.4% | -5.4% |
| 7D | -10.7% | +4.0% | -14.6% | -11.4% |
| 30D | -30.5% | +19.5% | -50.0% | -34.2% |
| 3M | -39.2% | -3.5% | -35.6% | -37.4% |
| 6M | -33.0% | -10.6% | -22.4% | -28.8% |
| YTD | +22.3% | -17.1% | +39.4% | +32.4% |
| 1Y | +42.7% | -24.3% | +66.9% | +65.8% |
| All | +42.7% | -23.9% | +66.6% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling