+145.1%
MS vs TMF
-87.5%
+232.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | -0.3% | -2.8% | +2.6% | -0.2% |
| 3M | +0.3% | -10.9% | +11.2% | +0.5% |
| 6M | +31.3% | -21.3% | +52.7% | +31.7% |
| YTD | +24.7% | -15.9% | +40.5% | +24.9% |
| 1Y | +47.9% | -15.7% | +63.7% | +48.1% |
| 3Y | +178.3% | -43.4% | +221.7% | +177.3% |
| All | +145.1% | -87.5% | +232.6% | +121.6% |
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