-93.7%
MSTU vs TMF
-23.1%
-70.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.8% | -4.7% |
| 7D | +12.9% | -0.9% | +13.8% | +13.5% |
| 30D | +68.3% | -1.0% | +69.3% | +69.1% |
| 3M | +0.4% | -11.3% | +11.6% | +2.8% |
| 6M | -41.5% | -22.7% | -18.8% | -41.4% |
| YTD | -61.7% | -17.3% | -44.4% | -60.3% |
| 1Y | -93.7% | -22.5% | -71.2% | -93.2% |
| All | -93.7% | -23.1% | -70.6% | -93.2% |
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