+23.0%
MMM vs MTSI
+59.5%
-36.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +9.6% |
| 7D | +12.2% | -10.7% | +22.9% | +12.8% |
| 30D | +18.8% | -29.0% | +47.8% | +20.8% |
| 3M | +7.4% | -14.7% | +22.1% | +7.4% |
| 6M | +38.3% | -20.1% | +58.4% | +37.2% |
| YTD | +22.9% | +36.1% | -13.3% | +14.6% |
| 1Y | +23.0% | +61.7% | -38.7% | +12.5% |
| All | +23.0% | +59.5% | -36.5% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling