-4.5%
TT vs MTSI
+59.5%
-64.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -8.5% | -10.7% | +2.2% | -6.2% |
| 30D | -12.8% | -29.0% | +16.2% | -6.6% |
| 3M | -12.9% | -14.7% | +1.8% | -11.0% |
| 6M | -15.2% | -20.1% | +4.8% | -12.9% |
| YTD | +6.2% | +36.1% | -29.9% | -3.8% |
| 1Y | -4.5% | +61.7% | -66.3% | -15.9% |
| All | -4.5% | +59.5% | -64.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling