-65.5%
TTD vs MTSI
+32.8%
-98.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +9.0% | +6.5% | +16.7% |
| 7D | +19.0% | +3.5% | +15.4% | +19.5% |
| 30D | +23.6% | -30.3% | +53.9% | +14.7% |
| 3M | +8.2% | -26.0% | +34.2% | +3.1% |
| 6M | -35.3% | -36.1% | +0.8% | -38.6% |
| YTD | -60.7% | +34.3% | -95.0% | -60.6% |
| All | -65.5% | +32.8% | -98.2% | -65.5% |
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