+289.1%
MMM vs MTSI
+1,085.8%
-796.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +7.0% | -3.8% | +10.8% | +7.1% |
| 30D | +18.4% | -31.4% | +49.8% | +23.2% |
| 3M | +4.5% | -23.8% | +28.2% | +6.7% |
| 6M | +33.4% | -37.1% | +70.5% | +38.4% |
| YTD | +20.0% | +32.2% | -12.3% | +11.6% |
| 1Y | +15.0% | +26.9% | -11.9% | +7.5% |
| 3Y | +165.0% | +193.7% | -28.8% | +116.5% |
| 5Y | +47.9% | +218.0% | -170.1% | +17.7% |
| 10Y | +79.6% | +477.8% | -398.1% | +18.3% |
| All | +289.1% | +1,085.8% | -796.6% | +130.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling