+66.3%
MA vs CBOE
+146.7%
-80.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -3.5% | -0.8% | -2.7% | -3.4% |
| 30D | +0.8% | +2.7% | -1.9% | +0.1% |
| 3M | +14.8% | +0.7% | +14.1% | +14.1% |
| 6M | +10.0% | -2.0% | +12.0% | +9.1% |
| YTD | -0.1% | +17.1% | -17.2% | -5.6% |
| 1Y | -2.2% | +26.5% | -28.7% | -9.6% |
| 3Y | +39.3% | +96.1% | -56.9% | +7.1% |
| 5Y | +66.3% | +149.3% | -83.0% | +11.1% |
| All | +66.3% | +146.7% | -80.4% | +11.1% |
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 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