-87.2%
MSTU vs TMF
-23.9%
-63.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.5% | +7.9% | +9.0% |
| 7D | -4.8% | +4.0% | -8.8% | -7.2% |
| 30D | -29.6% | +19.5% | -49.0% | -37.9% |
| 3M | +69.4% | -3.5% | +72.9% | +72.2% |
| 6M | -62.2% | -10.6% | -51.7% | -60.7% |
| YTD | -61.1% | -17.1% | -44.0% | -58.3% |
| 1Y | -87.2% | -24.3% | -62.9% | -86.1% |
| All | -87.2% | -23.9% | -63.3% | -86.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling