+161.8%
MS vs TMF
-25.2%
+187.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -3.4% | +2.7% | -6.1% | -3.5% |
| 30D | -3.9% | +19.3% | -23.2% | -4.6% |
| 3M | -15.9% | -3.7% | -12.2% | -15.8% |
| 6M | -2.5% | -11.3% | +8.8% | -2.2% |
| YTD | +5.1% | -16.6% | +21.7% | +5.5% |
| 1Y | +13.0% | -21.1% | +34.1% | +13.5% |
| All | +161.8% | -25.2% | +187.0% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling