-33.4%
MOS vs CBOE
+1,256.0%
-1,289.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +21.6% | +5.3% | +16.3% | +19.8% |
| 30D | +12.0% | +25.5% | -13.5% | +4.2% |
| 3M | -3.9% | +22.5% | -26.4% | -10.4% |
| 6M | -3.3% | +2.6% | -5.9% | -5.6% |
| YTD | -4.6% | +41.8% | -46.4% | -17.3% |
| 1Y | -7.0% | +40.9% | -47.8% | -19.1% |
| 3Y | -24.4% | +108.7% | -133.1% | -44.0% |
| 5Y | -32.1% | +181.4% | -213.5% | -55.7% |
| 10Y | +10.3% | +531.6% | -521.2% | -48.7% |
| All | -33.4% | +1,256.0% | -1,289.5% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling