+159.0%
MTSI vs TMF
-87.8%
+246.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.6% | -18.9% | -18.4% |
| 7D | -24.6% | +2.7% | -27.3% | -24.6% |
| 30D | -45.7% | +19.3% | -65.0% | -45.9% |
| 3M | -27.7% | -3.7% | -24.1% | -27.6% |
| 6M | -37.3% | -11.3% | -26.0% | -37.0% |
| YTD | +11.1% | -16.6% | +27.7% | +11.7% |
| 1Y | +27.2% | -21.1% | +48.3% | +27.9% |
| 3Y | +153.7% | -26.8% | +180.5% | +154.3% |
| 5Y | +159.0% | -88.0% | +247.0% | +127.1% |
| All | +159.0% | -87.8% | +246.8% | +127.1% |
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