-86.8%
MSTU vs TMF
-46.6%
-40.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.5% | -8.6% |
| 7D | +16.1% | +1.0% | +15.2% | +16.0% |
| 30D | +68.7% | -1.8% | +70.5% | +68.9% |
| 3M | -11.0% | -8.2% | -2.7% | -10.6% |
| 6M | -33.4% | -19.5% | -13.9% | -33.0% |
| YTD | -59.5% | -16.0% | -43.6% | -59.1% |
| 1Y | -93.4% | -22.5% | -70.9% | -93.3% |
| All | -86.8% | -46.6% | -40.2% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling