+320.4%
MTSI vs MLM
+41.9%
+278.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.3% | +2.8% |
| 7D | +1.4% | -2.9% | +4.3% | +3.1% |
| 30D | +2.1% | -6.8% | +8.9% | +6.2% |
| 3M | -29.7% | -11.2% | -18.5% | -25.6% |
| 6M | +12.5% | -21.8% | +34.4% | +29.7% |
| YTD | +57.0% | -17.0% | +74.0% | +71.4% |
| 1Y | +103.9% | -16.4% | +120.3% | +120.2% |
| 3Y | +223.6% | +14.5% | +209.1% | +174.4% |
| All | +320.4% | +41.9% | +278.4% | +203.5% |
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