+1,007.6%
MS vs TMF
-69.1%
+1,076.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.8% |
| 7D | -3.4% | +2.7% | -6.1% | -2.7% |
| 30D | -3.9% | +19.3% | -23.2% | +0.6% |
| 3M | -15.9% | -3.7% | -12.2% | -16.6% |
| 6M | -2.5% | -11.3% | +8.8% | -5.3% |
| YTD | +5.1% | -16.6% | +21.7% | +0.8% |
| 1Y | +13.0% | -21.1% | +34.1% | +6.8% |
| 3Y | +160.7% | -26.8% | +187.5% | +149.9% |
| 5Y | +114.0% | -88.0% | +202.1% | +19.2% |
| 10Y | +637.5% | -84.7% | +722.2% | +458.6% |
| All | +1,007.6% | -69.1% | +1,076.7% | +1,343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling