+158.2%
MTSI vs MLM
+20.9%
+137.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.2% | -13.2% | -15.9% |
| 7D | -24.6% | -1.2% | -23.4% | -23.8% |
| 30D | -45.7% | +7.9% | -53.7% | -47.7% |
| 3M | -27.7% | -4.5% | -23.3% | -26.1% |
| 6M | -37.3% | -12.6% | -24.6% | -33.3% |
| YTD | +11.1% | -14.9% | +26.0% | +18.2% |
| 1Y | +27.2% | -13.1% | +40.2% | +33.2% |
| All | +158.2% | +20.9% | +137.2% | +97.8% |
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