+1,124.0%
TTMI vs MKSI
+524.1%
+599.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.1% | +1.3% | +2.2% |
| 7D | +0.7% | +2.7% | -2.0% | -0.8% |
| 30D | -8.4% | -12.8% | +4.4% | -1.0% |
| 3M | -32.5% | -22.5% | -9.9% | -21.9% |
| 6M | +32.5% | +19.4% | +13.1% | +24.9% |
| YTD | +83.2% | +67.7% | +15.5% | +46.2% |
| 1Y | +161.7% | +131.4% | +30.3% | +79.0% |
| 3Y | +890.1% | +197.3% | +692.8% | +456.2% |
| 5Y | +832.4% | +87.0% | +745.5% | +514.0% |
| All | +1,124.0% | +524.1% | +599.9% | +237.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling