+122.9%
MS vs TTMI
+416.2%
-293.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.4% |
| 7D | +5.1% | +11.4% | -6.3% | +2.5% |
| 30D | +5.7% | -28.3% | +34.0% | +11.0% |
| 3M | -12.2% | -46.7% | +34.5% | -2.5% |
| 6M | -0.5% | -56.1% | +55.6% | +13.1% |
| YTD | +9.8% | +7.4% | +2.5% | -4.8% |
| 1Y | +17.7% | +17.4% | +0.3% | -1.7% |
| 3Y | +176.8% | +429.1% | -252.3% | +36.3% |
| All | +122.9% | +416.2% | -293.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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