+175.2%
TTMI vs MTSI
+110.2%
+65.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +1.0% |
| 7D | +12.2% | +4.9% | +7.3% | +7.5% |
| 30D | -5.7% | -11.6% | +5.9% | +5.9% |
| 3M | -27.5% | -24.1% | -3.4% | -6.7% |
| 6M | +47.1% | +32.4% | +14.7% | +12.7% |
| YTD | +87.5% | +60.4% | +27.0% | +26.3% |
| 1Y | +175.2% | +111.0% | +64.2% | +68.4% |
| All | +175.2% | +110.2% | +65.0% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling