-72.2%
TTD vs MTSI
+105.1%
-177.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -7.8% | -3.7% |
| 7D | +6.3% | +1.4% | +5.0% | +6.7% |
| 30D | -23.9% | +2.1% | -26.0% | -23.1% |
| 3M | -31.4% | -29.7% | -1.7% | -34.0% |
| 6M | -42.7% | +12.5% | -55.2% | -41.6% |
| YTD | -62.0% | +57.0% | -119.0% | -60.9% |
| 1Y | -72.2% | +103.9% | -176.1% | -71.4% |
| All | -72.2% | +105.1% | -177.3% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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