+10.7%
TTMI vs MKSI
+40.1%
-29.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.0% | -5.1% | -5.1% |
| 7D | -19.2% | -10.7% | -8.5% | -9.2% |
| 30D | -44.9% | -30.5% | -14.4% | -19.5% |
| 3M | -44.7% | -39.2% | -5.6% | -9.3% |
| 6M | -53.4% | -33.0% | -20.4% | -31.1% |
| YTD | +6.3% | +22.3% | -16.0% | -7.1% |
| 1Y | +10.7% | +42.7% | -32.0% | -12.0% |
| All | +10.7% | +40.1% | -29.4% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling