-64.7%
TTD vs MSTU
-90.8%
+26.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -12.9% | +9.7% | -2.5% |
| 7D | +20.8% | -23.0% | +43.8% | +22.4% |
| 30D | +27.1% | -47.7% | +74.8% | +31.1% |
| 3M | +14.7% | +12.5% | +2.2% | +12.4% |
| 6M | -26.8% | -76.1% | +49.3% | -23.2% |
| YTD | -59.2% | -75.5% | +16.2% | -58.6% |
| 1Y | -64.7% | -90.1% | +25.4% | -63.3% |
| All | -64.7% | -90.8% | +26.2% | -63.3% |
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