+42.7%
MKSI vs CBOE
+39.5%
+3.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -4.9% |
| 7D | -10.7% | +7.7% | -18.4% | -7.9% |
| 30D | -30.5% | +24.4% | -54.9% | -24.7% |
| 3M | -39.2% | +20.0% | -59.2% | -34.9% |
| 6M | -33.0% | +2.4% | -35.4% | -30.0% |
| YTD | +22.3% | +38.5% | -16.2% | +51.3% |
| 1Y | +42.7% | +39.0% | +3.7% | +77.1% |
| All | +42.7% | +39.5% | +3.2% | +77.1% |
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