+191.2%
MKSI vs TMF
-44.0%
+235.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.9% |
| 7D | +4.9% | -4.8% | +9.7% | +5.6% |
| 30D | -11.0% | -4.9% | -6.1% | -10.5% |
| 3M | -17.1% | -13.4% | -3.7% | -15.5% |
| 6M | +16.4% | -23.0% | +39.5% | +20.2% |
| YTD | +64.3% | -20.2% | +84.5% | +68.8% |
| 1Y | +137.7% | -26.5% | +164.2% | +146.0% |
| All | +191.2% | -44.0% | +235.3% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling