+926.7%
MTSI vs CBOE
+1,441.9%
-515.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.1% | +10.8% | +10.8% |
| 7D | -10.0% | +5.3% | -15.3% | -11.1% |
| 30D | -37.2% | +25.5% | -62.7% | -40.7% |
| 3M | -30.1% | +22.5% | -52.6% | -33.7% |
| 6M | -31.9% | +2.6% | -34.5% | -33.1% |
| YTD | +23.2% | +41.8% | -18.6% | +9.9% |
| 1Y | +26.4% | +40.9% | -14.5% | +12.9% |
| 3Y | +186.2% | +108.7% | +77.4% | +114.0% |
| 5Y | +187.0% | +181.4% | +5.6% | +86.8% |
| 10Y | +460.4% | +531.6% | -71.2% | +150.5% |
| All | +926.7% | +1,441.9% | -515.2% | +198.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling