+960.8%
TTMI vs MTSI
+1,308.1%
-347.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +3.5% | +5.4% | +7.6% |
| 7D | +5.9% | +1.4% | +4.5% | +5.4% |
| 30D | -4.3% | +2.1% | -6.4% | -4.8% |
| 3M | -32.0% | -29.7% | -2.3% | -22.3% |
| 6M | +19.5% | +12.5% | +6.9% | +18.4% |
| YTD | +82.0% | +57.0% | +25.0% | +63.9% |
| 1Y | +172.6% | +103.9% | +68.7% | +128.0% |
| 3Y | +744.7% | +223.6% | +521.1% | +513.7% |
| 5Y | +805.6% | +321.6% | +484.0% | +502.7% |
| 10Y | +1,057.6% | +517.7% | +539.9% | +493.5% |
| All | +960.8% | +1,308.1% | -347.3% | +345.5% |
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