-85.6%
MSTU vs TMF
-46.6%
-39.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.2% |
| 7D | +21.3% | -1.4% | +22.8% | +21.6% |
| 30D | +90.8% | -2.8% | +93.6% | +91.3% |
| 3M | -6.8% | -10.9% | +4.1% | -6.1% |
| 6M | -39.8% | -21.3% | -18.5% | -39.6% |
| YTD | -55.7% | -15.9% | -39.8% | -55.3% |
| 1Y | -92.7% | -15.7% | -76.9% | -92.6% |
| All | -85.6% | -46.6% | -39.0% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling