+826.3%
MTSI vs TMF
-72.4%
+898.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +0.6% | -18.9% | -18.3% |
| 7D | -24.6% | +2.7% | -27.3% | -24.3% |
| 30D | -45.7% | +19.3% | -65.0% | -44.5% |
| 3M | -27.7% | -3.7% | -24.1% | -27.7% |
| 6M | -37.3% | -11.3% | -26.0% | -37.8% |
| YTD | +11.1% | -16.6% | +27.7% | +9.4% |
| 1Y | +27.2% | -21.1% | +48.3% | +24.4% |
| 3Y | +153.7% | -26.8% | +180.5% | +150.8% |
| 5Y | +159.0% | -88.0% | +247.0% | +94.5% |
| 10Y | +405.6% | -84.7% | +490.3% | +332.5% |
| All | +826.3% | -72.4% | +898.7% | +863.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling