+468.8%
MTSI vs TMF
-82.1%
+550.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.7% |
| 7D | +10.0% | -9.3% | +19.3% | +9.0% |
| 30D | -20.3% | +1.9% | -22.3% | -20.1% |
| 3M | -24.4% | -11.2% | -13.2% | -24.9% |
| 6M | -39.2% | -17.7% | -21.5% | -40.0% |
| YTD | +35.5% | -24.5% | +59.9% | +32.7% |
| 1Y | +43.0% | -29.4% | +72.5% | +39.2% |
| 3Y | +196.3% | -33.4% | +229.7% | +191.5% |
| 5Y | +210.0% | -88.7% | +298.7% | +131.9% |
| All | +468.8% | -82.1% | +550.9% | +403.0% |
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 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