+320.4%
MTSI vs TMF
-87.5%
+407.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.4% |
| 30D | +2.1% | -2.8% | +4.9% | +2.1% |
| 3M | -29.7% | -10.9% | -18.8% | -29.6% |
| 6M | +12.5% | -21.3% | +33.8% | +12.9% |
| YTD | +57.0% | -15.9% | +72.9% | +57.5% |
| 1Y | +103.9% | -15.7% | +119.7% | +104.4% |
| 3Y | +223.6% | -43.4% | +266.9% | +222.8% |
| All | +320.4% | -87.5% | +407.9% | +271.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling