+449.9%
TTMI vs MTSI
+512.4%
-62.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +9.0% | +4.2% | +9.4% |
| 7D | -1.6% | +3.5% | -5.2% | -2.6% |
| 30D | -37.7% | -30.3% | -7.4% | -25.9% |
| 3M | -45.1% | -26.0% | -19.1% | -36.1% |
| 6M | -52.1% | -36.1% | -16.0% | -40.4% |
| YTD | +9.2% | +34.3% | -25.1% | +6.2% |
| 1Y | +12.9% | +35.3% | -22.4% | +10.2% |
| 3Y | +445.5% | +217.6% | +227.8% | +301.2% |
| 5Y | +427.9% | +210.1% | +217.8% | +282.1% |
| 10Y | +449.9% | +471.4% | -21.6% | +183.6% |
| All | +449.9% | +512.4% | -62.5% | +183.6% |
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