+214.8%
MAS vs CBOE
+521.7%
-306.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.4% | -4.7% | -1.8% |
| 7D | +3.6% | +6.0% | -2.4% | +2.7% |
| 30D | +23.8% | +19.9% | +3.9% | +20.4% |
| 3M | +14.4% | +28.4% | -13.9% | +9.8% |
| 6M | +19.7% | +5.2% | +14.6% | +18.4% |
| YTD | +36.0% | +46.4% | -10.5% | +24.8% |
| 1Y | +40.4% | +41.8% | -1.5% | +29.7% |
| 3Y | +58.9% | +114.4% | -55.5% | +30.0% |
| 5Y | +44.5% | +202.9% | -158.4% | +5.7% |
| 10Y | +214.8% | +511.3% | -296.5% | +86.8% |
| All | +214.8% | +521.7% | -306.9% | +86.8% |
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 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