+1,094.7%
TTMI vs MSI
+593.5%
+501.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.3% | -3.6% |
| 7D | +7.5% | -4.0% | +11.5% | +9.5% |
| 30D | -4.5% | -0.5% | -4.0% | -4.7% |
| 3M | -28.5% | +11.4% | -39.9% | -33.2% |
| 6M | +28.4% | +1.0% | +27.4% | +25.2% |
| YTD | +80.1% | +20.7% | +59.4% | +59.8% |
| 1Y | +161.0% | -2.7% | +163.7% | +157.6% |
| 3Y | +862.4% | +68.2% | +794.2% | +581.3% |
| 5Y | +812.9% | +100.0% | +713.0% | +481.5% |
| 10Y | +1,094.7% | +596.9% | +497.8% | +359.2% |
| All | +1,094.7% | +593.5% | +501.2% | +359.2% |
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