-86.6%
TTD vs MSTU
-85.2%
-1.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.1% |
| 7D | +6.3% | +21.3% | -15.0% | +3.9% |
| 30D | -23.9% | +90.8% | -114.7% | -29.5% |
| 3M | -31.4% | -6.8% | -24.6% | -33.1% |
| 6M | -42.7% | -39.8% | -2.8% | -43.1% |
| YTD | -62.0% | -55.7% | -6.3% | -62.3% |
| 1Y | -72.2% | -92.7% | +20.5% | -67.0% |
| All | -86.6% | -85.2% | -1.4% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling