+2,916.8%
MA vs CBOE
+1,045.3%
+1,871.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.7% | -3.6% | +0.9% | -1.6% |
| 30D | +1.5% | +5.1% | -3.5% | -0.3% |
| 3M | +20.4% | +4.6% | +15.8% | +17.5% |
| 6M | +11.1% | -0.3% | +11.4% | +9.1% |
| YTD | +2.0% | +19.8% | -17.8% | -6.3% |
| 1Y | -2.2% | +28.4% | -30.5% | -12.5% |
| 3Y | +41.9% | +104.1% | -62.2% | +4.5% |
| 5Y | +75.4% | +150.9% | -75.6% | +18.0% |
| 10Y | +527.5% | +393.5% | +134.1% | +214.3% |
| All | +2,916.8% | +1,045.3% | +1,871.5% | +826.8% |
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