+103.9%
MTSI vs TMF
-15.2%
+119.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.6% |
| 30D | +2.1% | -2.8% | +4.9% | +2.9% |
| 3M | -29.7% | -10.9% | -18.8% | -27.7% |
| 6M | +12.5% | -21.3% | +33.8% | +16.2% |
| YTD | +57.0% | -15.9% | +72.9% | +62.0% |
| 1Y | +103.9% | -15.7% | +119.7% | +111.8% |
| All | +103.9% | -15.2% | +119.2% | +111.8% |
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