+59.2%
MAS vs CBOE
+112.4%
-53.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.4% | +5.3% | -2.9% | +3.2% |
| 30D | +19.8% | +25.5% | -5.6% | +24.6% |
| 3M | +9.8% | +22.5% | -12.7% | +14.0% |
| 6M | +15.8% | +2.6% | +13.2% | +17.3% |
| YTD | +31.8% | +41.8% | -10.0% | +41.1% |
| 1Y | +35.4% | +40.9% | -5.5% | +44.8% |
| 3Y | +59.2% | +108.7% | -49.5% | +86.0% |
| All | +59.2% | +112.4% | -53.2% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling