+514.9%
MTSI vs MOD
+1,642.7%
-1,127.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.8% | +2.0% |
| 7D | +1.4% | +9.6% | -8.2% | -1.7% |
| 30D | +2.1% | 0.0% | +2.1% | +2.3% |
| 3M | -29.7% | -35.4% | +5.6% | -18.5% |
| 6M | +12.5% | -7.3% | +19.8% | +15.6% |
| YTD | +57.0% | +45.8% | +11.2% | +38.3% |
| 1Y | +103.9% | +43.1% | +60.8% | +78.8% |
| 3Y | +223.6% | +297.7% | -74.1% | +99.4% |
| 5Y | +321.6% | +1,478.8% | -1,157.2% | +71.5% |
| All | +514.9% | +1,642.7% | -1,127.8% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling