-20.1%
MTSI vs MOS
-4.7%
-15.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +17.4% | -18.4% | -1.5% |
| 7D | -10.7% | +17.9% | -28.6% | -11.2% |
| 30D | -29.0% | +1.6% | -30.5% | -29.2% |
| 3M | -14.7% | -4.0% | -10.7% | -14.6% |
| 6M | -20.1% | -4.1% | -16.0% | -20.4% |
| All | -20.1% | -4.7% | -15.4% | -20.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling