+37.9%
MAS vs CBOE
+179.4%
-141.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +2.4% | +5.3% | -2.9% | +2.3% |
| 30D | +19.8% | +25.5% | -5.6% | +19.7% |
| 3M | +9.8% | +22.5% | -12.7% | +9.8% |
| 6M | +15.8% | +2.6% | +13.2% | +16.8% |
| YTD | +31.8% | +41.8% | -10.0% | +28.7% |
| 1Y | +35.4% | +40.9% | -5.5% | +32.2% |
| 3Y | +59.2% | +108.7% | -49.5% | +40.1% |
| All | +37.9% | +179.4% | -141.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling