+169.1%
TTMI vs MAS
+828.4%
-659.3%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.4% | -11.8% | -13.4% |
| 7D | -29.0% | +4.6% | -33.5% | -31.0% |
| 30D | -53.1% | +19.9% | -73.0% | -58.3% |
| 3M | -52.6% | +8.9% | -61.5% | -55.8% |
| 6M | -61.0% | +20.2% | -81.2% | -65.9% |
| YTD | -9.8% | +33.9% | -43.7% | -26.3% |
| 1Y | -11.2% | +34.7% | -45.9% | -27.8% |
| 3Y | +325.0% | +60.4% | +264.6% | +207.8% |
| 5Y | +335.4% | +43.5% | +292.0% | +229.8% |
| 10Y | +380.1% | +226.7% | +153.4% | +122.5% |
| All | +169.1% | +828.4% | -659.3% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling