+3,304.2%
MA vs CBOE
+1,316.0%
+1,988.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.5% | +4.5% | -5.0% | -1.9% |
| 30D | +7.9% | +26.2% | -18.3% | 0.0% |
| 3M | +16.8% | +27.1% | -10.4% | +7.5% |
| 6M | +31.0% | +4.2% | +26.8% | +27.4% |
| YTD | +15.0% | +48.0% | -33.0% | -1.7% |
| 1Y | +17.0% | +42.4% | -25.4% | +1.4% |
| 3Y | +68.5% | +116.8% | -48.4% | +22.6% |
| 5Y | +85.0% | +199.0% | -114.1% | +17.6% |
| 10Y | +561.3% | +515.4% | +45.9% | +207.7% |
| All | +3,304.2% | +1,316.0% | +1,988.2% | +873.1% |
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 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