+804.9%
TTMI vs MTSI
+224.7%
+580.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.4% | +6.4% |
| 7D | +5.9% | +1.4% | +4.5% | +4.9% |
| 30D | -4.3% | +2.1% | -6.4% | -5.8% |
| 3M | -32.0% | -29.7% | -2.3% | -12.8% |
| 6M | +19.5% | +12.5% | +6.9% | +14.1% |
| YTD | +82.0% | +57.0% | +25.0% | +45.4% |
| 1Y | +172.6% | +103.9% | +68.7% | +91.7% |
| All | +804.9% | +224.7% | +580.2% | +348.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling