+750.6%
TT vs MTSI
+512.4%
+238.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.0% | -4.3% | +2.9% |
| 7D | +1.7% | +3.5% | -1.8% | +0.6% |
| 30D | -11.8% | -30.3% | +18.5% | -6.0% |
| 3M | -12.6% | -26.0% | +13.4% | -8.5% |
| 6M | -9.4% | -36.1% | +26.7% | -3.2% |
| YTD | +8.8% | +34.3% | -25.5% | -0.6% |
| 1Y | -2.5% | +35.3% | -37.8% | -11.2% |
| 3Y | +95.7% | +217.6% | -122.0% | +48.2% |
| 5Y | +135.7% | +210.1% | -74.4% | +75.7% |
| 10Y | +750.6% | +471.4% | +279.2% | +408.0% |
| All | +750.6% | +512.4% | +238.3% | +408.0% |
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