+451.3%
MTSI vs TMF
-84.4%
+535.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.2% | +11.0% | +10.8% |
| 7D | -10.0% | +1.2% | -11.2% | -9.8% |
| 30D | -37.2% | +19.7% | -56.9% | -36.0% |
| 3M | -30.1% | -2.1% | -28.0% | -29.9% |
| 6M | -31.9% | -13.4% | -18.5% | -32.5% |
| YTD | +23.2% | -16.7% | +39.9% | +21.7% |
| 1Y | +26.4% | -23.3% | +49.7% | +23.9% |
| 3Y | +186.2% | -24.8% | +211.0% | +185.0% |
| 5Y | +187.0% | -88.0% | +275.1% | +113.8% |
| All | +451.3% | -84.4% | +535.7% | +385.3% |
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