+542.0%
MS vs TMF
-82.1%
+624.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +0.6% |
| 7D | +5.1% | -9.3% | +14.3% | +3.6% |
| 30D | +5.7% | +1.9% | +3.7% | +6.1% |
| 3M | -12.2% | -11.2% | -0.9% | -13.6% |
| 6M | -0.5% | -17.7% | +17.2% | -3.2% |
| YTD | +9.8% | -24.5% | +34.3% | +5.6% |
| 1Y | +17.7% | -29.4% | +47.2% | +12.0% |
| 3Y | +176.8% | -33.4% | +210.3% | +167.5% |
| 5Y | +123.7% | -88.7% | +212.4% | +37.6% |
| All | +542.0% | -82.1% | +624.1% | +488.1% |
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