+240.3%
TTMI vs MSI
+557.2%
-316.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.5% | +7.5% | +8.2% |
| 7D | +7.2% | +7.7% | -0.4% | +3.0% |
| 30D | -28.7% | +19.9% | -48.6% | -35.6% |
| 3M | -39.8% | +14.9% | -54.7% | -44.8% |
| 6M | -51.7% | +37.2% | -89.0% | -60.2% |
| YTD | +14.1% | +40.8% | -26.7% | -7.8% |
| 1Y | +16.0% | +38.1% | -22.2% | -5.5% |
| 3Y | +452.7% | +77.7% | +375.0% | +285.4% |
| 5Y | +451.5% | +129.0% | +322.5% | +235.8% |
| 10Y | +443.1% | +671.3% | -228.1% | +67.3% |
| All | +240.3% | +557.2% | -316.9% | -8.4% |
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