+19.8%
CBOE vs MSTZ
-18.6%
+38.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.5% | -2.3% |
| 7D | -5.8% | +17.0% | -22.9% | -5.7% |
| 30D | -3.1% | -61.8% | +58.6% | -3.2% |
| 3M | -4.8% | -54.6% | +49.8% | -3.9% |
| 6M | -0.6% | -59.3% | +58.7% | +1.3% |
| YTD | +12.8% | -74.6% | +87.4% | +15.8% |
| 1Y | +19.8% | -18.8% | +38.6% | +19.0% |
| All | +19.8% | -18.6% | +38.4% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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