+1,034.5%
MTSI vs MOS
-47.4%
+1,081.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +17.4% | -18.4% | -6.1% |
| 7D | -10.7% | +17.9% | -28.6% | -15.5% |
| 30D | -29.0% | +1.6% | -30.5% | -29.8% |
| 3M | -14.7% | -4.0% | -10.7% | -14.9% |
| 6M | -20.1% | -4.1% | -16.0% | -20.8% |
| YTD | +36.1% | -7.8% | +43.9% | +34.0% |
| 1Y | +61.7% | -15.6% | +77.3% | +62.7% |
| 3Y | +210.7% | -28.9% | +239.5% | +219.9% |
| 5Y | +212.8% | -36.8% | +249.7% | +211.6% |
| 10Y | +519.2% | +6.7% | +512.5% | +349.9% |
| All | +1,034.5% | -47.4% | +1,081.8% | +894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling