+541.8%
MS vs TMF
-81.0%
+622.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -1.7% | -3.4% | +1.6% | -2.2% |
| 30D | +0.9% | +11.5% | -10.6% | +2.7% |
| 3M | -10.8% | -4.5% | -6.3% | -11.3% |
| 6M | +0.9% | -15.0% | +15.9% | -1.4% |
| YTD | +9.8% | -19.9% | +29.7% | +6.5% |
| 1Y | +17.1% | -26.6% | +43.6% | +12.0% |
| 3Y | +175.7% | -29.8% | +205.5% | +168.4% |
| 5Y | +125.9% | -88.2% | +214.0% | +39.4% |
| All | +541.8% | -81.0% | +622.8% | +493.1% |
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