+397.4%
MTSI vs MOS
+8.5%
+388.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | +3.3% | -21.6% | -19.3% |
| 7D | -24.6% | +22.5% | -47.1% | -29.6% |
| 30D | -45.7% | +6.6% | -52.4% | -47.2% |
| 3M | -27.7% | -3.8% | -23.9% | -28.1% |
| 6M | -37.3% | -2.2% | -35.1% | -38.3% |
| YTD | +11.1% | -4.8% | +15.9% | +8.1% |
| 1Y | +27.2% | -11.7% | +38.9% | +25.9% |
| 3Y | +153.7% | -26.5% | +180.2% | +158.0% |
| 5Y | +159.0% | -32.2% | +191.2% | +149.7% |
| All | +397.4% | +8.5% | +388.9% | +313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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