+2,408.4%
MSFT vs CBOE
+1,045.3%
+1,363.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -3.6% | +0.9% | -1.8% |
| 30D | +2.7% | +5.1% | -2.4% | +1.3% |
| 3M | +17.0% | +4.6% | +12.4% | +14.7% |
| 6M | +23.8% | -0.3% | +24.1% | +22.0% |
| YTD | +4.0% | +19.8% | -15.8% | -2.7% |
| 1Y | -0.8% | +28.4% | -29.2% | -9.2% |
| 3Y | +55.6% | +104.1% | -48.5% | +20.8% |
| 5Y | +72.9% | +150.9% | -78.0% | +24.6% |
| 10Y | +875.8% | +393.5% | +482.3% | +460.6% |
| All | +2,408.4% | +1,045.3% | +1,363.1% | +951.5% |
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