+443.1%
TTMI vs MSI
+473.3%
-30.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.3% |
| 7D | +5.9% | -3.7% | +9.6% | +7.8% |
| 30D | -4.3% | +6.8% | -11.1% | -8.0% |
| 3M | -32.0% | +14.3% | -46.3% | -37.7% |
| 6M | +19.5% | -1.6% | +21.0% | +17.8% |
| YTD | +82.0% | +22.8% | +59.2% | +59.5% |
| 1Y | +172.6% | -1.1% | +173.7% | +164.9% |
| 3Y | +744.7% | +70.5% | +674.2% | +506.3% |
| 5Y | +805.6% | +102.8% | +702.8% | +491.7% |
| 10Y | +1,057.6% | +597.4% | +460.2% | +278.7% |
| All | +443.1% | +473.3% | -30.1% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling