+70.7%
MSFU vs CBOE
+152.5%
-81.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -2.3% | -0.8% | -1.6% | -2.4% |
| 30D | -6.3% | +2.7% | -8.9% | -6.0% |
| 3M | +40.0% | +0.7% | +39.2% | +39.0% |
| 6M | +30.1% | -2.0% | +32.1% | +28.4% |
| YTD | -10.3% | +17.1% | -27.5% | -10.2% |
| 1Y | -19.0% | +26.5% | -45.5% | -18.3% |
| 3Y | +25.8% | +96.1% | -70.3% | +13.3% |
| All | +70.7% | +152.5% | -81.8% | +38.7% |
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