+78.5%
MSI vs TMF
-28.1%
+106.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +7.7% | -3.4% | +11.0% | +7.9% |
| 30D | +19.9% | +11.5% | +8.4% | +19.2% |
| 3M | +14.9% | -4.5% | +19.4% | +15.1% |
| 6M | +37.2% | -15.0% | +52.2% | +38.2% |
| YTD | +40.8% | -19.9% | +60.6% | +42.2% |
| 1Y | +38.1% | -26.6% | +64.7% | +40.0% |
| All | +78.5% | -28.1% | +106.6% | +80.3% |
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