+396.5%
TTMI vs MAS
+215.0%
+181.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | +11.4% | +3.0% | +8.4% | +10.0% |
| 30D | -28.3% | +22.4% | -50.7% | -36.7% |
| 3M | -46.7% | +14.5% | -61.1% | -51.3% |
| 6M | -56.1% | +27.1% | -83.2% | -62.7% |
| YTD | +7.4% | +35.8% | -28.4% | -13.2% |
| 1Y | +17.4% | +39.4% | -22.0% | -6.8% |
| 3Y | +429.1% | +60.3% | +368.9% | +278.2% |
| 5Y | +418.8% | +39.4% | +379.3% | +292.5% |
| All | +396.5% | +215.0% | +181.5% | +134.6% |
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