+216.2%
MTSI vs MOD
+133.8%
+82.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -21.4% | +20.4% | +8.9% |
| 7D | -10.7% | -31.3% | +20.7% | +4.9% |
| 30D | -29.0% | -46.1% | +17.1% | -6.2% |
| 3M | -14.7% | -51.1% | +36.4% | +17.4% |
| 6M | -20.1% | -62.1% | +42.0% | +22.4% |
| YTD | +36.1% | -26.2% | +62.3% | +55.0% |
| 1Y | +61.7% | -32.6% | +94.3% | +89.2% |
| All | +216.2% | +133.8% | +82.4% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling