+464.6%
TTD vs MTSI
+448.7%
+15.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.8% | -9.9% | -3.2% |
| 7D | +5.2% | -10.0% | +15.2% | +8.2% |
| 30D | +6.9% | -37.2% | +44.1% | +24.2% |
| 3M | -26.8% | -30.1% | +3.2% | -21.0% |
| 6M | -46.1% | -31.9% | -14.2% | -44.9% |
| YTD | -65.9% | +23.2% | -89.1% | -74.6% |
| 1Y | -71.8% | +26.4% | -98.2% | -79.5% |
| 3Y | -83.3% | +186.2% | -269.5% | -92.1% |
| 5Y | -81.1% | +187.0% | -268.2% | -91.0% |
| All | +464.6% | +448.7% | +15.9% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling