+1,938.8%
TT vs MTSI
+1,120.6%
+818.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.5% |
| 7D | -8.5% | -10.7% | +2.2% | -6.5% |
| 30D | -12.8% | -29.0% | +16.2% | -7.4% |
| 3M | -12.9% | -14.7% | +1.8% | -11.3% |
| 6M | -15.2% | -20.1% | +4.8% | -13.4% |
| YTD | +6.2% | +36.1% | -29.9% | -2.4% |
| 1Y | -4.5% | +61.7% | -66.3% | -15.3% |
| 3Y | +93.6% | +210.7% | -117.1% | +49.7% |
| 5Y | +141.1% | +212.8% | -71.8% | +82.9% |
| 10Y | +796.8% | +519.2% | +277.6% | +443.6% |
| All | +1,938.8% | +1,120.6% | +818.2% | +948.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling