+611.0%
MS vs TMF
-84.4%
+695.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.9% |
| 7D | -3.4% | +2.7% | -6.1% | -3.0% |
| 30D | -3.9% | +19.3% | -23.2% | -1.2% |
| 3M | -15.9% | -3.7% | -12.2% | -16.3% |
| 6M | -2.5% | -11.3% | +8.8% | -4.2% |
| YTD | +5.1% | -16.6% | +21.7% | +2.4% |
| 1Y | +13.0% | -21.1% | +34.1% | +9.1% |
| 3Y | +160.7% | -26.8% | +187.5% | +155.3% |
| 5Y | +114.0% | -88.0% | +202.1% | +30.4% |
| All | +611.0% | -84.4% | +695.4% | +497.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling