+553.7%
MS vs CBOE
+521.7%
+32.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.2% | -0.6% |
| 7D | +0.8% | +6.0% | -5.2% | -0.7% |
| 30D | -0.7% | +19.9% | -20.6% | -5.4% |
| 3M | -12.4% | +28.4% | -40.7% | -18.3% |
| 6M | -1.7% | +5.2% | -6.9% | -4.1% |
| YTD | +8.0% | +46.4% | -38.4% | -5.8% |
| 1Y | +16.2% | +41.8% | -25.6% | +2.3% |
| 3Y | +171.3% | +114.4% | +56.9% | +98.5% |
| 5Y | +124.8% | +202.9% | -78.1% | +38.8% |
| 10Y | +553.7% | +511.3% | +42.4% | +197.4% |
| All | +553.7% | +521.7% | +32.0% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling