-89.8%
MSTU vs TMF
-47.1%
-42.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -4.3% | +1.2% | -5.5% | -4.5% |
| 30D | -34.6% | +19.7% | -54.3% | -36.8% |
| 3M | +39.0% | -2.1% | +41.1% | +39.1% |
| 6M | -70.5% | -13.4% | -57.1% | -70.3% |
| YTD | -68.6% | -16.7% | -51.9% | -68.4% |
| 1Y | -88.6% | -23.3% | -65.3% | -88.6% |
| All | -89.8% | -47.1% | -42.6% | -91.4% |
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