+328.1%
TTMI vs MSTU
-91.8%
+419.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -12.9% | +9.8% | -1.5% |
| 7D | +22.6% | -23.0% | +45.6% | +26.3% |
| 30D | -34.3% | -47.7% | +13.4% | -29.2% |
| 3M | -44.8% | +12.5% | -57.3% | -46.9% |
| 6M | -53.3% | -76.1% | +22.8% | -47.8% |
| YTD | +10.6% | -75.5% | +86.0% | +17.5% |
| 1Y | +8.2% | -90.1% | +98.3% | +24.9% |
| All | +328.1% | -91.8% | +419.9% | +364.8% |
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