+80.3%
MMM vs MTSI
+448.7%
-368.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.2% | -2.8% |
| 7D | +6.2% | -10.0% | +16.2% | +7.3% |
| 30D | +14.2% | -37.2% | +51.4% | +20.5% |
| 3M | +2.9% | -30.1% | +33.0% | +6.4% |
| 6M | +27.6% | -31.9% | +59.5% | +30.8% |
| YTD | +17.3% | +23.2% | -5.9% | +9.6% |
| 1Y | +15.1% | +26.4% | -11.3% | +6.9% |
| 3Y | +157.1% | +186.2% | -29.0% | +107.4% |
| 5Y | +45.1% | +187.0% | -141.9% | +14.9% |
| All | +80.3% | +448.7% | -368.4% | +15.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling