+74.4%
MSI vs TMF
-25.3%
+99.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +4.7% | +1.2% | +3.5% | +4.6% |
| 30D | +14.8% | +19.7% | -5.0% | +13.6% |
| 3M | +8.8% | -2.1% | +10.9% | +8.8% |
| 6M | +19.3% | -13.4% | +32.8% | +20.0% |
| YTD | +35.3% | -16.7% | +52.1% | +36.4% |
| 1Y | +33.8% | -23.3% | +57.1% | +35.3% |
| 3Y | +74.4% | -24.8% | +99.3% | +73.7% |
| All | +74.4% | -25.3% | +99.8% | +73.7% |
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