+73.2%
MSFU vs CBOE
+143.2%
-70.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.4% | +1.0% |
| 7D | -1.8% | -5.8% | +4.0% | -2.1% |
| 30D | +0.5% | -3.1% | +3.6% | +0.4% |
| 3M | +51.9% | -4.8% | +56.6% | +50.4% |
| 6M | +35.0% | -0.6% | +35.5% | +33.6% |
| YTD | -9.0% | +12.8% | -21.8% | -9.0% |
| 1Y | -18.8% | +19.8% | -38.6% | -18.3% |
| 3Y | +25.5% | +86.9% | -61.4% | +13.4% |
| All | +73.2% | +143.2% | -70.0% | +40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling