+911.5%
TT vs MTSI
+514.0%
+397.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.1% |
| 7D | -0.2% | +1.4% | -1.6% | -0.5% |
| 30D | -7.4% | +2.1% | -9.5% | -8.2% |
| 3M | -3.2% | -29.7% | +26.5% | +2.7% |
| 6M | +1.1% | +12.5% | -11.4% | -3.0% |
| YTD | +15.6% | +57.0% | -41.4% | +3.5% |
| 1Y | +9.2% | +103.9% | -94.8% | -7.7% |
| 3Y | +124.4% | +223.6% | -99.2% | +70.4% |
| 5Y | +138.0% | +321.6% | -183.5% | +69.6% |
| All | +911.5% | +514.0% | +397.4% | +487.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling