-87.0%
TTD vs MSTU
-86.5%
-0.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -2.0% |
| 7D | +1.7% | +16.1% | -14.4% | -0.1% |
| 30D | +1.6% | +68.7% | -67.1% | -4.6% |
| 3M | -27.8% | -11.0% | -16.9% | -29.3% |
| 6M | -52.1% | -33.4% | -18.7% | -52.9% |
| YTD | -63.1% | -59.5% | -3.6% | -63.0% |
| 1Y | -73.1% | -93.4% | +20.3% | -67.7% |
| All | -87.0% | -86.5% | -0.5% | -85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling