+217.1%
MAS vs CBOE
+526.4%
-309.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.6% |
| 7D | +2.4% | +5.3% | -2.9% | +1.6% |
| 30D | +19.8% | +25.5% | -5.6% | +15.7% |
| 3M | +9.8% | +22.5% | -12.7% | +6.2% |
| 6M | +15.8% | +2.6% | +13.2% | +14.8% |
| YTD | +31.8% | +41.8% | -10.0% | +21.6% |
| 1Y | +35.4% | +40.9% | -5.5% | +25.0% |
| 3Y | +59.2% | +108.7% | -49.5% | +30.6% |
| 5Y | +41.2% | +181.4% | -140.2% | +4.8% |
| All | +217.1% | +526.4% | -309.3% | +82.7% |
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