+558.1%
TTD vs MSI
+670.3%
-112.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +19.9% | +7.4% | +12.5% | +13.8% |
| 30D | +27.6% | +18.7% | +8.9% | +12.5% |
| 3M | +15.2% | +14.5% | +0.7% | +4.0% |
| 6M | -33.2% | +38.1% | -71.3% | -48.0% |
| YTD | -59.4% | +38.7% | -98.1% | -69.4% |
| 1Y | -64.4% | +35.4% | -99.8% | -72.6% |
| 3Y | -75.9% | +75.1% | -151.0% | -86.1% |
| 5Y | -82.6% | +126.4% | -209.0% | -92.0% |
| 10Y | +558.1% | +671.4% | -113.3% | +19.8% |
| All | +558.1% | +670.3% | -112.2% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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