+581.1%
MTSI vs CBOE
+385.3%
+195.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.2% |
| 7D | +11.1% | -0.8% | +11.9% | +11.2% |
| 30D | -3.7% | +2.7% | -6.4% | -4.2% |
| 3M | -20.2% | +0.7% | -21.0% | -20.8% |
| 6M | +30.8% | -2.0% | +32.8% | +29.8% |
| YTD | +67.0% | +17.1% | +49.9% | +58.2% |
| 1Y | +120.4% | +26.5% | +94.0% | +104.0% |
| 3Y | +260.4% | +96.1% | +164.3% | +173.2% |
| 5Y | +356.3% | +149.3% | +207.0% | +208.4% |
| 10Y | +581.1% | +386.5% | +194.6% | +227.5% |
| All | +581.1% | +385.3% | +195.7% | +227.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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