+1,077.0%
TTMI vs MTSI
+529.6%
+547.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.1% |
| 7D | +12.2% | +4.9% | +7.3% | +10.2% |
| 30D | -5.7% | -11.6% | +5.9% | -0.6% |
| 3M | -27.5% | -24.1% | -3.4% | -18.4% |
| 6M | +47.1% | +32.4% | +14.7% | +37.2% |
| YTD | +87.5% | +60.4% | +27.0% | +65.4% |
| 1Y | +175.2% | +111.0% | +64.2% | +123.1% |
| 3Y | +901.9% | +246.1% | +655.8% | +589.1% |
| 5Y | +843.5% | +340.3% | +503.2% | +494.1% |
| 10Y | +1,077.0% | +539.5% | +537.5% | +525.3% |
| All | +1,077.0% | +529.6% | +547.4% | +525.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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