+111.0%
MTSI vs CBOE
+26.4%
+84.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +1.9% |
| 7D | +4.9% | -4.6% | +9.5% | +4.0% |
| 30D | -11.6% | +2.6% | -14.2% | -11.0% |
| 3M | -24.1% | +4.9% | -29.0% | -22.2% |
| 6M | +32.4% | -2.2% | +34.6% | +38.6% |
| YTD | +60.4% | +17.7% | +42.7% | +79.4% |
| 1Y | +111.0% | +26.1% | +84.9% | +149.9% |
| All | +111.0% | +26.4% | +84.6% | +149.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling