+894.4%
MSFT vs TMF
-81.8%
+976.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -6.2% | -3.4% | -2.9% | -6.4% |
| 30D | -3.7% | +11.5% | -15.2% | -3.1% |
| 3M | +3.6% | -4.5% | +8.1% | +3.4% |
| 6M | +26.8% | -15.0% | +41.8% | +25.8% |
| YTD | +8.4% | -19.9% | +28.3% | +7.3% |
| 1Y | +3.3% | -26.6% | +29.9% | +1.7% |
| 3Y | +44.3% | -29.8% | +74.1% | +43.0% |
| 5Y | +63.3% | -88.2% | +151.5% | +36.5% |
| 10Y | +894.4% | -81.4% | +975.7% | +810.1% |
| All | +894.4% | -81.8% | +976.1% | +810.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling