+26.9%
MSFU vs CBOE
+95.4%
-68.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.6% |
| 7D | -3.2% | -4.6% | +1.5% | -3.9% |
| 30D | -3.1% | +2.6% | -5.8% | -2.6% |
| 3M | +35.3% | +4.9% | +30.3% | +35.4% |
| 6M | +31.6% | -2.2% | +33.7% | +29.4% |
| YTD | -9.5% | +17.7% | -27.2% | -6.0% |
| 1Y | -18.4% | +26.1% | -44.5% | -13.2% |
| 3Y | +26.9% | +97.1% | -70.2% | +32.5% |
| All | +26.9% | +95.4% | -68.5% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling