+28.9%
MTSI vs TMF
-22.6%
+51.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | +3.5% | +0.6% | +2.9% | +3.5% |
| 30D | -30.3% | +16.3% | -46.6% | -31.7% |
| 3M | -26.0% | -2.7% | -23.3% | -23.7% |
| 6M | -36.1% | -13.2% | -22.9% | -31.3% |
| YTD | +34.3% | -16.7% | +51.0% | +44.6% |
| All | +28.9% | -22.6% | +51.5% | +42.9% |
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