+29.4%
MMM vs MTSI
+320.9%
-291.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.4% |
| 7D | -3.3% | +1.4% | -4.7% | -3.5% |
| 30D | -7.0% | +2.1% | -9.1% | -7.9% |
| 3M | +10.8% | -29.7% | +40.5% | +16.5% |
| 6M | +5.8% | +12.5% | -6.8% | +0.5% |
| YTD | +6.8% | +57.0% | -50.3% | -5.7% |
| 1Y | +10.4% | +103.9% | -93.5% | -8.4% |
| 3Y | +104.7% | +223.6% | -118.9% | +46.9% |
| All | +29.4% | +320.9% | -291.5% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling