-64.4%
TTD vs MSTU
-91.0%
+26.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.5% | +3.7% |
| 7D | +19.9% | -21.7% | +41.6% | +21.4% |
| 30D | +27.6% | -42.8% | +70.4% | +31.0% |
| 3M | +15.2% | +21.4% | -6.3% | +12.4% |
| 6M | -33.2% | -74.1% | +40.9% | -30.3% |
| YTD | -59.4% | -72.4% | +13.0% | -59.0% |
| 1Y | -64.4% | -90.1% | +25.7% | -63.3% |
| All | -64.4% | -91.0% | +26.6% | -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