-0.8%
MSI vs TMF
-21.1%
+20.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-07 to 2026-09-07.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.5% |
| 30D | +6.8% | -2.8% | +9.7% | +7.1% |
| 3M | +14.3% | -10.9% | +25.2% | +15.7% |
| 6M | -1.3% | -21.3% | +20.0% | +2.1% |
| YTD | +23.1% | -15.9% | +39.0% | +25.6% |
| All | -0.8% | -21.1% | +20.3% | +2.9% |
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 2025-09-07 to 2026-09-07: 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…
2025-09-07 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling