+471.4%
MTSI vs CBOE
+526.1%
-54.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.2% | +9.0% |
| 7D | +3.5% | +1.0% | +2.5% | +3.3% |
| 30D | -30.3% | +16.0% | -46.3% | -32.3% |
| 3M | -26.0% | +23.4% | -49.4% | -29.1% |
| 6M | -36.1% | +1.7% | -37.8% | -36.6% |
| YTD | +34.3% | +41.6% | -7.3% | +22.4% |
| 1Y | +35.3% | +38.5% | -3.2% | +23.9% |
| 3Y | +217.6% | +105.7% | +111.9% | +146.8% |
| 5Y | +210.1% | +185.4% | +24.7% | +106.8% |
| 10Y | +471.4% | +504.1% | -32.7% | +202.7% |
| All | +471.4% | +526.1% | -54.7% | +202.7% |
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