+609.5%
TTMI vs MSTU
-87.7%
+697.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.2% | +3.0% |
| 7D | +0.7% | -16.6% | +17.3% | +2.6% |
| 30D | -8.4% | +69.7% | -78.1% | -15.5% |
| 3M | -32.5% | -7.5% | -25.0% | -34.3% |
| 6M | +32.5% | -43.1% | +75.6% | +33.4% |
| YTD | +83.2% | -63.0% | +146.3% | +87.1% |
| 1Y | +161.7% | -93.8% | +255.5% | +213.0% |
| All | +609.5% | -87.7% | +697.2% | +639.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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