-24.4%
MOS vs CBOE
+112.4%
-136.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +21.6% | +5.3% | +16.3% | +21.5% |
| 30D | +12.0% | +25.5% | -13.5% | +11.6% |
| 3M | -3.9% | +22.5% | -26.4% | -4.3% |
| 6M | -3.3% | +2.6% | -5.9% | -1.6% |
| YTD | -4.6% | +41.8% | -46.4% | -6.6% |
| 1Y | -7.0% | +40.9% | -47.8% | -8.8% |
| 3Y | -24.4% | +108.7% | -133.1% | -28.2% |
| All | -24.4% | +112.4% | -136.8% | -28.2% |
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