-2.3%
TT vs MTSI
+32.8%
-35.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.0% | -4.3% | +2.5% |
| 7D | +1.7% | +3.5% | -1.8% | +0.4% |
| 30D | -11.8% | -30.3% | +18.5% | -5.3% |
| 3M | -12.6% | -26.0% | +13.4% | -8.0% |
| 6M | -9.4% | -36.1% | +26.7% | -1.5% |
| YTD | +8.8% | +34.3% | -25.5% | -4.5% |
| All | -2.3% | +32.8% | -35.1% | -13.1% |
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