+0.6%
MOS vs CBOE
+520.8%
-520.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.2% |
| 7D | +5.5% | +6.9% | -1.5% | +3.5% |
| 30D | +21.0% | +24.1% | -3.2% | +13.7% |
| 3M | -0.5% | +30.9% | -31.4% | -8.4% |
| 6M | +6.6% | +5.9% | +0.7% | +3.9% |
| YTD | -2.8% | +48.2% | -50.9% | -16.1% |
| 1Y | -8.1% | +43.5% | -51.5% | -19.7% |
| 3Y | -25.6% | +117.0% | -142.6% | -45.3% |
| 5Y | -29.8% | +203.4% | -233.1% | -55.6% |
| 10Y | +0.6% | +515.9% | -515.4% | -57.6% |
| All | +0.6% | +520.8% | -520.3% | -57.6% |
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