+907.4%
MS vs CBOE
+1,256.0%
-348.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -1.6% | +5.3% | -6.8% | -3.3% |
| 30D | -3.8% | +25.5% | -29.2% | -11.4% |
| 3M | -14.6% | +22.5% | -37.1% | -21.2% |
| 6M | -5.1% | +2.6% | -7.7% | -8.0% |
| YTD | +4.5% | +41.8% | -37.3% | -11.7% |
| 1Y | +13.5% | +40.9% | -27.3% | -3.9% |
| 3Y | +160.4% | +108.7% | +51.7% | +79.2% |
| 5Y | +112.9% | +181.4% | -68.6% | +25.0% |
| 10Y | +633.4% | +531.6% | +101.9% | +169.7% |
| All | +907.4% | +1,256.0% | -348.6% | +97.9% |
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