-9.6%
MOS vs CBOE
+149.4%
-159.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +9.5% | -3.6% | +13.2% | +10.0% |
| 30D | +10.4% | +5.1% | +5.3% | +9.4% |
| 3M | +12.9% | +4.6% | +8.3% | +11.8% |
| 6M | +1.2% | -0.3% | +1.5% | +0.6% |
| YTD | +9.3% | +19.8% | -10.4% | +4.0% |
| 1Y | -18.0% | +28.4% | -46.3% | -23.2% |
| 3Y | -29.0% | +104.1% | -133.1% | -43.1% |
| All | -9.6% | +149.4% | -159.0% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling