+147.5%
TTMI vs MSTU
-94.2%
+241.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -0.6% |
| 7D | +6.0% | -22.0% | +28.0% | +9.4% |
| 30D | -6.4% | +60.3% | -66.7% | -15.0% |
| 3M | -28.9% | -3.7% | -25.2% | -31.1% |
| 6M | +26.9% | -45.2% | +72.1% | +30.3% |
| YTD | +77.3% | -64.3% | +141.6% | +87.6% |
| 1Y | +147.5% | -94.0% | +241.5% | +268.6% |
| All | +147.5% | -94.2% | +241.7% | +268.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling