+461.7%
TTMI vs MTSI
+1,004.6%
-542.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.8% | -3.9% | +2.8% |
| 7D | -19.8% | -10.0% | -9.8% | -16.3% |
| 30D | -48.1% | -37.2% | -10.9% | -37.1% |
| 3M | -51.2% | -30.1% | -21.2% | -43.0% |
| 6M | -59.6% | -31.9% | -27.7% | -51.9% |
| YTD | -3.6% | +23.2% | -26.8% | -2.9% |
| 1Y | -2.3% | +26.4% | -28.7% | -1.8% |
| 3Y | +369.4% | +186.2% | +183.2% | +269.1% |
| 5Y | +365.4% | +187.0% | +178.4% | +259.1% |
| 10Y | +413.2% | +460.4% | -47.2% | +186.0% |
| All | +461.7% | +1,004.6% | -542.9% | +163.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling