+19.5%
TTMI vs MTSI
+10.3%
+9.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.4% | +5.4% |
| 7D | +5.9% | +1.4% | +4.5% | +4.6% |
| 30D | -4.3% | +2.1% | -6.4% | -7.4% |
| 3M | -32.0% | -29.7% | -2.3% | -4.4% |
| 6M | +19.5% | +12.5% | +6.9% | -6.2% |
| All | +19.5% | +10.3% | +9.2% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling