+47.2%
MMM vs MTSI
+153.3%
-106.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -18.4% | +15.2% | -0.5% |
| 7D | +5.9% | -24.6% | +30.5% | +10.1% |
| 30D | +14.7% | -45.7% | +60.5% | +25.0% |
| 3M | +3.6% | -27.7% | +31.3% | +6.6% |
| 6M | +32.7% | -37.3% | +70.0% | +37.9% |
| YTD | +18.9% | +11.1% | +7.8% | +9.1% |
| 1Y | +16.4% | +27.2% | -10.8% | +3.3% |
| 3Y | +159.8% | +153.7% | +6.1% | +88.7% |
| 5Y | +47.2% | +159.0% | -111.8% | -2.0% |
| All | +47.2% | +153.3% | -106.2% | -2.0% |
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