+112.4%
MS vs TMF
-88.0%
+200.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -1.6% | +1.2% | -2.8% | -1.6% |
| 30D | -3.8% | +19.7% | -23.5% | -4.2% |
| 3M | -14.6% | -2.1% | -12.5% | -14.6% |
| 6M | -5.1% | -13.4% | +8.4% | -4.9% |
| YTD | +4.5% | -16.7% | +21.3% | +4.8% |
| 1Y | +13.5% | -23.3% | +36.9% | +13.9% |
| 3Y | +160.4% | -24.8% | +185.2% | +160.2% |
| All | +112.4% | -88.0% | +200.4% | +89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling