-73.5%
TTD vs MSTU
-93.7%
+20.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.7% |
| 7D | -4.6% | +12.9% | -17.5% | -5.5% |
| 30D | +3.7% | +68.3% | -64.7% | -0.3% |
| 3M | -30.2% | +0.4% | -30.6% | -31.4% |
| 6M | -51.4% | -41.5% | -9.9% | -51.6% |
| YTD | -63.4% | -61.7% | -1.7% | -63.2% |
| 1Y | -73.5% | -93.7% | +20.2% | -68.9% |
| All | -73.5% | -93.7% | +20.2% | -68.9% |
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