-89.3%
MSTU vs TMF
-22.6%
-66.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.1% | -5.1% |
| 7D | -9.3% | +0.6% | -9.9% | -9.8% |
| 30D | -38.3% | +16.3% | -54.6% | -45.5% |
| 3M | +24.0% | -2.7% | +26.7% | +25.9% |
| 6M | -72.1% | -13.2% | -58.9% | -70.0% |
| YTD | -70.2% | -16.7% | -53.5% | -67.9% |
| All | -89.3% | -22.6% | -66.7% | -87.0% |
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