+508.5%
TTD vs MSI
+664.3%
-155.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.2% |
| 7D | +21.3% | +3.2% | +18.0% | +18.8% |
| 30D | +28.7% | +17.6% | +11.1% | +14.3% |
| 3M | +7.7% | +14.5% | -6.8% | -2.7% |
| 6M | -23.5% | +34.3% | -57.7% | -39.0% |
| YTD | -58.7% | +39.7% | -98.4% | -69.0% |
| 1Y | -63.4% | +40.2% | -103.6% | -72.7% |
| 3Y | -75.3% | +77.1% | -152.4% | -85.8% |
| 5Y | -84.4% | +124.0% | -208.4% | -92.7% |
| All | +508.5% | +664.3% | -155.9% | +16.2% |
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