+159.0%
MTSI vs MLM
+30.6%
+128.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -5.2% | -13.2% | -15.3% |
| 7D | -24.6% | -1.2% | -23.4% | -23.8% |
| 30D | -45.7% | +7.9% | -53.7% | -48.3% |
| 3M | -27.7% | -4.5% | -23.3% | -26.2% |
| 6M | -37.3% | -12.6% | -24.6% | -33.2% |
| YTD | +11.1% | -14.9% | +26.0% | +19.1% |
| 1Y | +27.2% | -13.1% | +40.2% | +34.3% |
| 3Y | +153.7% | +21.2% | +132.4% | +105.6% |
| 5Y | +159.0% | +32.0% | +127.0% | +91.0% |
| All | +159.0% | +30.6% | +128.4% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling