+161.0%
TTMI vs MTSI
+119.6%
+41.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +4.1% | -8.1% | -7.7% |
| 7D | +7.5% | +11.1% | -3.6% | -2.6% |
| 30D | -4.5% | -3.7% | -0.8% | -1.2% |
| 3M | -28.5% | -20.2% | -8.3% | -12.4% |
| 6M | +28.4% | +30.8% | -2.5% | -1.4% |
| YTD | +80.1% | +67.0% | +13.0% | +16.4% |
| 1Y | +161.0% | +120.4% | +40.6% | +52.8% |
| All | +161.0% | +119.6% | +41.5% | +52.8% |
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