+1,077.6%
MS vs TMF
-69.3%
+1,146.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.8% | +4.9% |
| 7D | +2.6% | +4.0% | -1.3% | +3.7% |
| 30D | +2.6% | +19.5% | -16.8% | +7.4% |
| 3M | -10.1% | -3.5% | -6.5% | -10.8% |
| 6M | +4.4% | -10.6% | +15.0% | +1.6% |
| YTD | +11.7% | -17.1% | +28.8% | +7.0% |
| 1Y | +20.9% | -24.3% | +45.2% | +13.2% |
| 3Y | +177.1% | -27.2% | +204.4% | +165.3% |
| 5Y | +127.7% | -87.6% | +215.3% | +28.7% |
| 10Y | +684.1% | -84.8% | +768.8% | +493.0% |
| All | +1,077.6% | -69.3% | +1,146.9% | +1,432.0% |
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