+186.2%
MTSI vs MOS
-26.6%
+212.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.7% | +10.8% |
| 7D | -10.0% | +21.6% | -31.6% | -13.1% |
| 30D | -37.2% | +12.0% | -49.2% | -38.6% |
| 3M | -30.1% | -3.9% | -26.2% | -29.9% |
| 6M | -31.9% | -3.3% | -28.6% | -32.2% |
| YTD | +23.2% | -4.6% | +27.8% | +20.3% |
| 1Y | +26.4% | -7.0% | +33.4% | +23.8% |
| 3Y | +186.2% | -24.4% | +210.6% | +187.4% |
| All | +186.2% | -26.6% | +212.8% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling