+429.0%
TTMI vs MKSI
+977.6%
-548.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.2% |
| 7D | +6.0% | +4.9% | +1.1% | +3.3% |
| 30D | -6.4% | -11.0% | +4.5% | +0.4% |
| 3M | -28.9% | -17.1% | -11.8% | -20.3% |
| 6M | +26.9% | +16.4% | +10.4% | +19.8% |
| YTD | +77.3% | +64.3% | +13.0% | +38.5% |
| 1Y | +147.5% | +137.7% | +9.8% | +57.7% |
| 3Y | +847.6% | +189.1% | +658.5% | +394.2% |
| 5Y | +802.2% | +83.1% | +719.1% | +461.5% |
| 10Y | +1,076.3% | +509.4% | +567.0% | +209.0% |
| All | +429.0% | +977.6% | -548.6% | -30.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling