+73.2%
MSFT vs CBOE
+148.7%
-75.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.0% | -0.8% | -0.3% | -0.9% |
| 30D | -2.7% | +2.7% | -5.4% | -3.0% |
| 3M | +22.1% | +0.7% | +21.4% | +21.3% |
| 6M | +20.6% | -2.0% | +22.5% | +19.4% |
| YTD | +2.3% | +17.1% | -14.8% | -1.7% |
| 1Y | -0.5% | +26.5% | -27.0% | -5.9% |
| 3Y | +50.5% | +96.1% | -45.6% | +18.6% |
| All | +73.2% | +148.7% | -75.5% | +17.4% |
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 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