+13.5%
MS vs TMF
-22.9%
+36.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | +1.2% | -2.8% | -1.7% |
| 30D | -3.8% | +19.7% | -23.5% | -6.2% |
| 3M | -14.6% | -2.1% | -12.5% | -14.2% |
| 6M | -5.1% | -13.4% | +8.4% | -3.9% |
| YTD | +4.5% | -16.7% | +21.3% | +4.8% |
| 1Y | +13.5% | -23.3% | +36.9% | +17.3% |
| All | +13.5% | -22.9% | +36.4% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling