+901.9%
TTMI vs MSI
+69.3%
+832.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.1% |
| 7D | +12.2% | -5.8% | +17.9% | +13.1% |
| 30D | -5.7% | -1.0% | -4.8% | -5.7% |
| 3M | -27.5% | +14.2% | -41.6% | -29.5% |
| 6M | +47.1% | +1.0% | +46.1% | +47.7% |
| YTD | +87.5% | +21.5% | +66.0% | +78.6% |
| 1Y | +175.2% | -2.1% | +177.3% | +182.2% |
| 3Y | +901.9% | +69.3% | +832.6% | +652.0% |
| All | +901.9% | +69.3% | +832.7% | +652.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling