+145.1%
MS vs CBOE
+149.4%
-4.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.4% | -3.6% | +5.0% | +1.4% |
| 30D | -0.3% | +5.1% | -5.3% | -0.3% |
| 3M | +0.3% | +4.6% | -4.3% | +0.1% |
| 6M | +31.3% | -0.3% | +31.6% | +31.0% |
| YTD | +24.7% | +19.8% | +4.9% | +22.0% |
| 1Y | +47.9% | +28.4% | +19.6% | +43.7% |
| 3Y | +178.3% | +104.1% | +74.2% | +134.8% |
| All | +145.1% | +149.4% | -4.4% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling