+157.0%
MKSI vs CBOE
+29.2%
+127.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +1.8% | -3.6% | +5.4% | +0.5% |
| 30D | -16.8% | +5.1% | -21.9% | -15.1% |
| 3M | -21.1% | +4.6% | -25.7% | -18.7% |
| 6M | +10.8% | -0.3% | +11.1% | +17.8% |
| YTD | +63.3% | +19.8% | +43.6% | +96.9% |
| 1Y | +157.0% | +28.4% | +128.6% | +237.4% |
| All | +157.0% | +29.2% | +127.8% | +237.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling