+1,002.1%
MTSI vs CBOE
+1,492.3%
-490.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.9% | -2.2% |
| 7D | -3.8% | +6.0% | -9.8% | -5.1% |
| 30D | -31.4% | +19.9% | -51.3% | -34.4% |
| 3M | -23.8% | +28.4% | -52.1% | -28.4% |
| 6M | -37.1% | +5.2% | -42.2% | -38.5% |
| YTD | +32.2% | +46.4% | -14.2% | +17.2% |
| 1Y | +26.9% | +41.8% | -14.9% | +13.4% |
| 3Y | +193.7% | +114.4% | +79.3% | +118.8% |
| 5Y | +218.0% | +202.9% | +15.1% | +102.1% |
| 10Y | +477.8% | +511.3% | -33.5% | +163.4% |
| All | +1,002.1% | +1,492.3% | -490.2% | +217.8% |
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