+176.8%
MS vs CBOE
+119.7%
+57.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +1.1% |
| 7D | +5.1% | +6.3% | -1.2% | +6.2% |
| 30D | +5.7% | +24.9% | -19.3% | +9.9% |
| 3M | -12.2% | +28.5% | -40.6% | -8.0% |
| 6M | -0.5% | +2.9% | -3.4% | +0.9% |
| YTD | +9.8% | +50.7% | -40.8% | +19.5% |
| 1Y | +17.7% | +45.5% | -27.7% | +27.2% |
| 3Y | +176.8% | +116.3% | +60.5% | +228.3% |
| All | +176.8% | +119.7% | +57.2% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling