+826.3%
MTSI vs MOD
+940.9%
-114.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -7.3% | -11.1% | -15.8% |
| 7D | -24.6% | -34.2% | +9.6% | -13.4% |
| 30D | -45.7% | -51.9% | +6.2% | -30.2% |
| 3M | -27.7% | -53.0% | +25.3% | -6.4% |
| 6M | -37.3% | -66.4% | +29.1% | -9.4% |
| YTD | +11.1% | -31.5% | +42.7% | +26.0% |
| 1Y | +27.2% | -39.6% | +66.7% | +49.0% |
| 3Y | +153.7% | +116.8% | +36.8% | +90.7% |
| 5Y | +159.0% | +713.8% | -554.8% | +26.5% |
| 10Y | +405.6% | +882.7% | -477.1% | +84.6% |
| All | +826.3% | +940.9% | -114.6% | +218.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling