+750.6%
TT vs MSI
+689.5%
+61.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.5% |
| 7D | +1.7% | +8.3% | -6.6% | -2.1% |
| 30D | -11.8% | +18.9% | -30.7% | -19.0% |
| 3M | -12.6% | +13.2% | -25.8% | -18.0% |
| 6M | -9.4% | +38.3% | -47.6% | -23.4% |
| YTD | +8.8% | +38.9% | -30.1% | -9.2% |
| 1Y | -2.5% | +36.7% | -39.2% | -18.1% |
| 3Y | +95.7% | +76.6% | +19.1% | +41.9% |
| 5Y | +135.7% | +124.5% | +11.3% | +49.0% |
| 10Y | +750.6% | +674.5% | +76.1% | +222.2% |
| All | +750.6% | +689.5% | +61.1% | +222.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 10y: compounded portfolio wealth divided by compounded MSI 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…
10y analysis · Full analysis span regression · 6 months rolling