+1,034.5%
MTSI vs MLM
+622.2%
+412.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.1% |
| 7D | -10.7% | +9.1% | -19.8% | -14.7% |
| 30D | -29.0% | +14.6% | -43.6% | -34.1% |
| 3M | -14.7% | +0.3% | -15.0% | -15.8% |
| 6M | -20.1% | -7.5% | -12.6% | -18.8% |
| YTD | +36.1% | -10.2% | +46.3% | +39.8% |
| 1Y | +61.7% | -10.5% | +72.2% | +66.2% |
| 3Y | +210.7% | +27.8% | +182.8% | +166.2% |
| 5Y | +212.8% | +38.9% | +173.9% | +155.0% |
| 10Y | +519.2% | +211.4% | +307.8% | +234.1% |
| All | +1,034.5% | +622.2% | +412.2% | +342.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling