Early identification of mental disorder symptoms is crucial for timely treatment and reduction of recurring symptoms and disabilities. A tool to help individuals recognize warning signs is important. We posit that such a tool would have to rely on longitudinal analysis of patterns and trends in the individual's daily activities and mood, which can now be captured through data from wearable activity trackers, speech recordings from mobile devices, and the individual's own description of their mental state. In this paper, we describe such a tool developed by our team to detect early signs of depression, anxiety, and stress. This study aims to examine three questions about the effectiveness of machine learning models constructed based on multimodal data from wearables, speech, and self-reports: (1) How does speech about issues of personal context differ from speech while reading a neutral text, what type of speech data are more helpful in detecting mental health indicators, and how is the quality of the machine learning models influenced by multilanguage data? (2) Does accuracy improve with longitudinal data collection and how, and what are the most important features? and (3) How do personalized machine learning models compare against population-level models? We collect longitudinal data to aid machine learning in accurately identifying patterns of mental disorder symptoms. We developed an app that collects voice, physiological, and activity data. Physiological and activity data are provided by a variety of off-the-shelf fitness trackers, that record steps, active minutes, duration of sleeping stages (rapid eye movement, deep, and light sleep), calories consumed, distance walked, heart rate, and speed. We also collect voice recordings of users reading specific texts and answering open-ended questions chosen randomly from a set of questions without repetition. Finally, the app collects users' answers to the Depression, Anxiety, and Stress Scale. The collected data from wearable devices and voice recordings will be used to train machine learning models to predict the levels of anxiety, stress, and depression in participants. The study is ongoing, and data collection will be completed by November 2023. We expect to recruit at least 50 participants attending 2 major universities (in Canada and Mexico) fluent in English or Spanish. The study will include participants aged between 18 and 35 years, with no communication disorders, acute neurological diseases, or history of brain damage. Data collection complied with ethical and privacy requirements. The study aims to advance personalized machine learning for mental health; generate a data set to predict Depression, Anxiety, and Stress Scale results; and deploy a framework for early detection of depression, anxiety, and stress. Our long-term goal is to develop a noninvasive and objective method for collecting mental health data and promptly detecting mental disorder symptoms. DERR1-10.2196/48210.