+407.2%
TTMI vs MAS
+59.6%
+347.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.6% |
| 7D | -11.5% | +3.6% | -15.1% | -12.6% |
| 30D | -40.3% | +23.8% | -64.1% | -46.1% |
| 3M | -44.5% | +14.4% | -58.9% | -48.1% |
| 6M | -54.1% | +19.7% | -73.8% | -58.6% |
| YTD | +4.7% | +36.0% | -31.3% | -13.2% |
| 1Y | +3.3% | +40.4% | -37.0% | -15.9% |
| 3Y | +407.2% | +58.9% | +348.3% | +262.7% |
| All | +407.2% | +59.6% | +347.6% | +262.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling