+231.9%
MTSI vs MLM
+15.1%
+216.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.9% |
| 7D | +1.4% | -2.9% | +4.3% | +2.9% |
| 30D | +2.1% | -6.8% | +8.9% | +5.5% |
| 3M | -29.7% | -11.2% | -18.5% | -26.1% |
| 6M | +12.5% | -21.8% | +34.4% | +27.6% |
| YTD | +57.0% | -17.0% | +74.0% | +68.8% |
| 1Y | +103.9% | -16.4% | +120.3% | +116.9% |
| All | +231.9% | +15.1% | +216.7% | +190.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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