+89.6%
MA vs CBOE
+194.5%
-104.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.1% |
| 7D | +1.8% | +6.0% | -4.2% | +0.7% |
| 30D | +11.8% | +19.9% | -8.1% | +8.1% |
| 3M | +17.2% | +28.4% | -11.2% | +11.6% |
| 6M | +33.4% | +5.2% | +28.2% | +32.1% |
| YTD | +16.1% | +46.4% | -30.3% | +5.1% |
| 1Y | +19.9% | +41.8% | -21.9% | +9.4% |
| 3Y | +70.1% | +114.4% | -44.4% | +32.5% |
| 5Y | +89.6% | +202.9% | -113.3% | +20.4% |
| All | +89.6% | +194.5% | -104.9% | +20.4% |
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