+197.3%
MKSI vs CBOE
+89.1%
+108.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +0.9% |
| 7D | +2.7% | -5.8% | +8.5% | -0.4% |
| 30D | -12.8% | -3.1% | -9.7% | -14.1% |
| 3M | -22.5% | -4.8% | -17.8% | -23.3% |
| 6M | +19.4% | -0.6% | +20.0% | +24.5% |
| YTD | +67.7% | +12.8% | +54.9% | +91.7% |
| 1Y | +131.4% | +19.8% | +111.6% | +177.9% |
| 3Y | +197.3% | +86.9% | +110.4% | +335.3% |
| All | +197.3% | +89.1% | +108.2% | +335.3% |
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 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