+231.9%
MTSI vs TMF
-42.2%
+274.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | +1.4% | -1.4% | +2.8% | +1.5% |
| 30D | +2.1% | -2.8% | +4.9% | +2.3% |
| 3M | -29.7% | -10.9% | -18.8% | -29.2% |
| 6M | +12.5% | -21.3% | +33.8% | +13.9% |
| YTD | +57.0% | -15.9% | +72.9% | +58.5% |
| 1Y | +103.9% | -15.7% | +119.7% | +105.6% |
| All | +231.9% | -42.2% | +274.1% | +230.7% |
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