+443.1%
TTMI vs MSI
+683.5%
-240.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.3% |
| 7D | +7.2% | +7.7% | -0.4% | +3.5% |
| 30D | -28.7% | +19.9% | -48.6% | -34.9% |
| 3M | -39.8% | +14.9% | -54.7% | -44.3% |
| 6M | -51.7% | +37.2% | -89.0% | -59.6% |
| YTD | +14.1% | +40.8% | -26.7% | -6.7% |
| 1Y | +16.0% | +38.1% | -22.2% | -4.3% |
| 3Y | +452.7% | +77.7% | +375.0% | +282.4% |
| 5Y | +451.5% | +129.0% | +322.5% | +227.0% |
| 10Y | +443.1% | +671.3% | -228.1% | +90.9% |
| All | +443.1% | +683.5% | -240.3% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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