Set tests are a powerful approach for genome-wide association testing between groups of genetic variants and quantitative traits. We describe mtSet (http://github.com/PMBio/limix), a mixed-model approach that enables joint analysis across multiple correlated traits while accounting for population structure and relatedness. mtSet effectively combines the benefits of set tests with multi-trait modeling and is computationally efficient, enabling genetic analysis of large cohorts (up to 500,000 individuals) and multiple traits.