+808.8%
TTMI vs MAS
+32.0%
+776.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.8% | +7.1% | +7.9% |
| 7D | +5.9% | -0.8% | +6.6% | +6.3% |
| 30D | -4.3% | -5.6% | +1.3% | -1.5% |
| 3M | -32.0% | +4.4% | -36.5% | -34.6% |
| 6M | +19.5% | +7.2% | +12.3% | +12.8% |
| YTD | +82.0% | +16.1% | +65.9% | +62.4% |
| 1Y | +172.6% | +0.1% | +172.5% | +163.4% |
| 3Y | +744.7% | +28.3% | +716.3% | +586.2% |
| All | +808.8% | +32.0% | +776.8% | +596.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling