+88.0%
MSFU vs CBOE
+224.8%
-136.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.5% |
| 7D | -2.8% | +6.3% | -9.0% | -2.2% |
| 30D | -5.3% | +24.9% | -30.3% | -3.8% |
| 3M | +7.2% | +28.5% | -21.2% | +9.2% |
| 6M | +51.0% | +2.9% | +48.1% | +50.8% |
| YTD | -1.2% | +50.7% | -51.9% | +0.7% |
| 1Y | -10.3% | +45.5% | -55.8% | -8.8% |
| 3Y | +22.2% | +116.3% | -94.1% | +20.3% |
| All | +88.0% | +224.8% | -136.8% | +55.5% |
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 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