-89.3%
MSTU vs TMF
-26.6%
-62.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -27.7% | -3.4% | -24.4% | -26.0% |
| 30D | -40.3% | +11.5% | -51.8% | -45.8% |
| 3M | +26.4% | -4.5% | +30.9% | +30.1% |
| 6M | -75.7% | -15.0% | -60.7% | -73.4% |
| YTD | -71.9% | -19.9% | -52.0% | -68.7% |
| 1Y | -89.3% | -26.6% | -62.7% | -86.0% |
| All | -89.3% | -26.6% | -62.7% | -86.0% |
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