+72.1%
MSI vs TMF
-42.2%
+114.3%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.9% |
| 7D | -3.7% | -1.4% | -2.3% | -3.6% |
| 30D | +6.8% | -2.8% | +9.7% | +7.0% |
| 3M | +14.3% | -10.9% | +25.2% | +15.0% |
| 6M | -1.6% | -21.3% | +19.7% | -0.3% |
| YTD | +22.8% | -15.9% | +38.7% | +23.9% |
| 1Y | -1.1% | -15.7% | +14.6% | -0.2% |
| All | +72.1% | -42.2% | +114.3% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling