+41.5%
CBOE vs MSTZ
-99.2%
+140.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -1.7% |
| 7D | -4.6% | -25.4% | +20.7% | -4.5% |
| 30D | +2.6% | -60.9% | +63.5% | +3.2% |
| 3M | +4.9% | -54.2% | +59.1% | +5.6% |
| 6M | -2.2% | -65.0% | +62.8% | -1.3% |
| YTD | +17.7% | -76.5% | +94.2% | +18.8% |
| 1Y | +26.1% | -23.4% | +49.5% | +24.6% |
| All | +41.5% | -99.2% | +140.7% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling