+7.6%
MOS vs CBOE
+526.4%
-518.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +21.6% | +5.3% | +16.3% | +19.9% |
| 30D | +12.0% | +25.5% | -13.5% | +4.8% |
| 3M | -3.9% | +22.5% | -26.4% | -9.9% |
| 6M | -3.3% | +2.6% | -5.9% | -5.1% |
| YTD | -4.6% | +41.8% | -46.4% | -16.7% |
| 1Y | -7.0% | +40.9% | -47.8% | -18.6% |
| 3Y | -24.4% | +108.7% | -133.1% | -43.9% |
| 5Y | -32.1% | +181.4% | -213.5% | -56.1% |
| All | +7.6% | +526.4% | -518.8% | -55.3% |
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 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