+607.1%
MS vs TMF
-84.4%
+691.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.4% |
| 30D | -3.8% | +19.7% | -23.5% | -1.0% |
| 3M | -14.6% | -2.1% | -12.5% | -14.8% |
| 6M | -5.1% | -13.4% | +8.4% | -7.1% |
| YTD | +4.5% | -16.7% | +21.3% | +1.8% |
| 1Y | +13.5% | -23.3% | +36.9% | +9.2% |
| 3Y | +160.4% | -24.8% | +185.2% | +156.5% |
| 5Y | +112.9% | -88.0% | +200.9% | +29.7% |
| All | +607.1% | -84.4% | +691.5% | +494.4% |
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