+104.9%
MMM vs MTSI
+224.7%
-119.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -7.0% | +2.1% | -9.1% | -7.7% |
| 3M | +10.8% | -29.7% | +40.5% | +15.6% |
| 6M | +5.8% | +12.5% | -6.8% | +1.0% |
| YTD | +6.8% | +57.0% | -50.3% | -4.5% |
| 1Y | +10.4% | +103.9% | -93.5% | -6.9% |
| All | +104.9% | +224.7% | -119.8% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling