+396.7%
TTMI vs MAS
+213.7%
+183.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.9% | +8.8% | +7.9% |
| 7D | -19.8% | +2.0% | -21.8% | -21.0% |
| 30D | -48.1% | +19.4% | -67.5% | -53.8% |
| 3M | -51.2% | +9.4% | -60.6% | -54.5% |
| 6M | -59.6% | +15.3% | -74.9% | -64.0% |
| YTD | -3.6% | +31.3% | -34.9% | -20.9% |
| 1Y | -2.3% | +34.9% | -37.2% | -21.3% |
| 3Y | +369.4% | +58.6% | +310.8% | +235.8% |
| 5Y | +365.4% | +40.7% | +324.7% | +248.8% |
| All | +396.7% | +213.7% | +183.0% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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