+387.9%
MS vs TTMI
+504.4%
-116.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.6% | -2.2% |
| 7D | +1.4% | +5.9% | -4.5% | -0.4% |
| 30D | -0.3% | -4.3% | +4.1% | +0.1% |
| 3M | +0.3% | -32.0% | +32.3% | +8.7% |
| 6M | +31.3% | +19.5% | +11.9% | +17.8% |
| YTD | +24.7% | +82.0% | -57.4% | -2.7% |
| 1Y | +47.9% | +172.6% | -124.7% | +0.5% |
| 3Y | +178.3% | +744.7% | -566.3% | +31.2% |
| 5Y | +144.9% | +805.6% | -660.7% | +9.3% |
| 10Y | +804.5% | +1,057.6% | -253.1% | +255.9% |
| All | +387.9% | +504.4% | -116.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling