+103.9%
MTSI vs MOS
-17.5%
+121.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.0% | +3.4% |
| 7D | +1.4% | +9.5% | -8.1% | +0.9% |
| 30D | +2.1% | +10.4% | -8.3% | +1.7% |
| 3M | -29.7% | +12.9% | -42.6% | -30.4% |
| 6M | +12.5% | +1.2% | +11.3% | +11.2% |
| YTD | +57.0% | +9.3% | +47.7% | +52.7% |
| 1Y | +103.9% | -18.0% | +121.9% | +120.6% |
| All | +103.9% | -17.5% | +121.4% | +120.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling