+159.0%
MTSI vs MOD
+720.4%
-561.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.3% | -11.1% | -15.2% |
| 7D | -24.6% | -34.2% | +9.6% | -10.5% |
| 30D | -45.7% | -51.9% | +6.2% | -25.9% |
| 3M | -27.7% | -53.0% | +25.3% | -0.6% |
| 6M | -37.3% | -66.4% | +29.1% | -1.5% |
| YTD | +11.1% | -31.5% | +42.7% | +29.8% |
| 1Y | +27.2% | -39.6% | +66.7% | +54.4% |
| 3Y | +153.7% | +116.8% | +36.8% | +75.2% |
| 5Y | +159.0% | +713.8% | -554.8% | +6.3% |
| All | +159.0% | +720.4% | -561.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling