-72.0%
TTD vs MSTU
-88.0%
+16.0%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.3% | -7.5% | +2.3% |
| 7D | +3.7% | -4.8% | +8.5% | +3.9% |
| 30D | +10.4% | -29.6% | +40.0% | +11.9% |
| 3M | -31.6% | +69.4% | -101.0% | -34.5% |
| 6M | -45.1% | -62.2% | +17.1% | -43.9% |
| YTD | -65.1% | -61.1% | -4.1% | -65.5% |
| 1Y | -72.0% | -87.2% | +15.2% | -71.4% |
| All | -72.0% | -88.0% | +16.0% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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