+417.0%
TTMI vs MTSI
+206.4%
+210.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.6% | +2.7% | +1.0% |
| 7D | +11.4% | +10.0% | +1.4% | +4.6% |
| 30D | -28.3% | -20.3% | -7.9% | -14.4% |
| 3M | -46.7% | -24.4% | -22.2% | -34.0% |
| 6M | -56.1% | -39.2% | -16.9% | -37.5% |
| YTD | +7.4% | +35.5% | -28.1% | -0.9% |
| 1Y | +17.4% | +43.0% | -25.6% | +6.2% |
| 3Y | +429.1% | +196.3% | +232.9% | +219.7% |
| All | +417.0% | +206.4% | +210.6% | +168.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling