+514.9%
MKSI vs CBOE
+368.5%
+146.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.4% |
| 7D | +2.7% | -5.8% | +8.5% | +3.6% |
| 30D | -12.8% | -3.1% | -9.7% | -12.5% |
| 3M | -22.5% | -4.8% | -17.8% | -22.4% |
| 6M | +19.4% | -0.6% | +20.0% | +17.6% |
| YTD | +67.7% | +12.8% | +54.9% | +60.0% |
| 1Y | +131.4% | +19.8% | +111.6% | +116.7% |
| 3Y | +197.3% | +86.9% | +110.4% | +127.4% |
| 5Y | +87.0% | +136.5% | -49.6% | +26.4% |
| All | +514.9% | +368.5% | +146.4% | +229.8% |
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