+17.4%
TTMI vs MSTU
-90.4%
+107.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.0% | +2.1% | -2.2% |
| 7D | +11.4% | -25.8% | +37.2% | +16.0% |
| 30D | -28.3% | -43.9% | +15.6% | -22.4% |
| 3M | -46.7% | +2.9% | -49.5% | -48.1% |
| 6M | -56.1% | -75.5% | +19.4% | -48.3% |
| YTD | +7.4% | -76.7% | +84.1% | +18.7% |
| 1Y | +17.4% | -88.9% | +106.3% | +39.7% |
| All | +17.4% | -90.4% | +107.8% | +39.7% |
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