+578.8%
MS vs CBOE
+526.1%
+52.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | +0.7% | +1.0% | -0.3% | +0.4% |
| 30D | -0.9% | +16.0% | -16.9% | -4.8% |
| 3M | -13.0% | +23.4% | -36.4% | -18.1% |
| 6M | -2.0% | +1.7% | -3.7% | -3.5% |
| YTD | +7.8% | +41.6% | -33.8% | -5.3% |
| 1Y | +17.9% | +38.5% | -20.6% | +4.2% |
| 3Y | +174.8% | +105.7% | +69.0% | +103.2% |
| 5Y | +119.9% | +185.4% | -65.6% | +38.3% |
| 10Y | +578.8% | +504.1% | +74.7% | +194.0% |
| All | +578.8% | +526.1% | +52.7% | +194.0% |
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 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