-23.7%
MOS vs CBOE
+1,045.3%
-1,069.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +9.5% | -3.6% | +13.2% | +10.7% |
| 30D | +10.4% | +5.1% | +5.3% | +8.4% |
| 3M | +12.9% | +4.6% | +8.3% | +10.0% |
| 6M | +1.2% | -0.3% | +1.5% | -0.7% |
| YTD | +9.3% | +19.8% | -10.4% | +0.4% |
| 1Y | -18.0% | +28.4% | -46.3% | -26.6% |
| 3Y | -29.0% | +104.1% | -133.1% | -47.5% |
| 5Y | -9.6% | +150.9% | -160.5% | -39.0% |
| 10Y | +6.1% | +393.5% | -387.4% | -46.4% |
| All | -23.7% | +1,045.3% | -1,069.0% | -76.0% |
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