+193.7%
MTSI vs TMF
-30.8%
+224.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.3% | -1.5% |
| 7D | -3.8% | -1.1% | -2.8% | -3.8% |
| 30D | -31.4% | +11.8% | -43.2% | -31.7% |
| 3M | -23.8% | -4.0% | -19.7% | -23.5% |
| 6M | -37.1% | -16.5% | -20.5% | -36.4% |
| YTD | +32.2% | -19.9% | +52.1% | +33.8% |
| 1Y | +26.9% | -25.6% | +52.5% | +28.5% |
| 3Y | +193.7% | -29.9% | +223.6% | +193.2% |
| All | +193.7% | -30.8% | +224.5% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling