+183.6%
MTSI vs CBOE
+179.9%
+3.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.8% | +10.8% |
| 7D | -10.0% | +5.3% | -15.3% | -9.2% |
| 30D | -37.2% | +25.5% | -62.7% | -35.4% |
| 3M | -30.1% | +22.5% | -52.6% | -28.1% |
| 6M | -31.9% | +2.6% | -34.5% | -30.3% |
| YTD | +23.2% | +41.8% | -18.6% | +28.8% |
| 1Y | +26.4% | +40.9% | -14.5% | +32.1% |
| 3Y | +186.2% | +108.7% | +77.4% | +177.5% |
| All | +183.6% | +179.9% | +3.7% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling