+3,346.6%
MA vs CBOE
+1,317.1%
+2,029.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.1% |
| 7D | -1.8% | +6.9% | -8.7% | -3.9% |
| 30D | +11.0% | +24.1% | -13.1% | +3.4% |
| 3M | +17.9% | +30.9% | -13.1% | +7.4% |
| 6M | +33.2% | +5.9% | +27.3% | +28.8% |
| YTD | +16.5% | +48.2% | -31.7% | -0.5% |
| 1Y | +19.1% | +43.5% | -24.4% | +2.9% |
| 3Y | +70.6% | +117.0% | -46.5% | +24.1% |
| 5Y | +92.1% | +203.4% | -111.2% | +21.5% |
| 10Y | +569.6% | +515.9% | +53.7% | +211.5% |
| All | +3,346.6% | +1,317.1% | +2,029.5% | +885.0% |
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