+140.2%
MAS vs CBOE
+395.2%
-255.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.8% | -3.6% | +2.9% | -0.2% |
| 30D | -5.6% | +5.1% | -10.6% | -6.4% |
| 3M | +4.4% | +4.6% | -0.2% | +3.0% |
| 6M | +7.2% | -0.3% | +7.5% | +5.9% |
| YTD | +16.1% | +19.8% | -3.6% | +10.1% |
| 1Y | +0.1% | +28.4% | -28.3% | -6.7% |
| 3Y | +28.3% | +104.1% | -75.8% | +3.6% |
| 5Y | +30.5% | +150.9% | -120.4% | -1.9% |
| All | +140.2% | +395.2% | -255.0% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling