+420.4%
TTMI vs MTSI
+454.4%
-34.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.5% |
| 7D | -11.5% | -3.8% | -7.7% | -9.7% |
| 30D | -40.3% | -31.4% | -8.9% | -28.5% |
| 3M | -44.5% | -23.8% | -20.7% | -36.1% |
| 6M | -54.1% | -37.1% | -17.0% | -42.4% |
| YTD | +4.7% | +32.2% | -27.5% | +2.5% |
| 1Y | +3.3% | +26.9% | -23.6% | +3.1% |
| 3Y | +407.2% | +193.7% | +213.5% | +282.5% |
| 5Y | +406.5% | +218.0% | +188.5% | +265.4% |
| 10Y | +420.4% | +477.8% | -57.4% | +173.4% |
| All | +420.4% | +454.4% | -34.0% | +173.4% |
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