+471.4%
MTSI vs TMF
-83.0%
+554.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.6% |
| 30D | -30.3% | +16.3% | -46.6% | -29.2% |
| 3M | -26.0% | -2.7% | -23.3% | -25.9% |
| 6M | -36.1% | -13.2% | -22.9% | -36.6% |
| YTD | +34.3% | -16.7% | +51.0% | +32.7% |
| 1Y | +35.3% | -22.7% | +58.0% | +32.8% |
| 3Y | +217.6% | -26.1% | +243.7% | +215.6% |
| 5Y | +210.1% | -88.4% | +298.5% | +130.7% |
| 10Y | +471.4% | -81.8% | +553.3% | +425.3% |
| All | +471.4% | -83.0% | +554.4% | +425.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling