-16.3%
MOS vs CBOE
+26.4%
-42.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.6% |
| 7D | +7.1% | -4.6% | +11.7% | +7.0% |
| 30D | +15.0% | +2.6% | +12.4% | +14.9% |
| 3M | +24.1% | +4.9% | +19.2% | +24.8% |
| 6M | +2.7% | -2.2% | +4.9% | +3.6% |
| YTD | +12.2% | +17.7% | -5.5% | +7.8% |
| 1Y | -16.3% | +26.1% | -42.4% | -20.9% |
| All | -16.3% | +26.4% | -42.7% | -20.9% |
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