+27.5%
MSI vs CBOE
+39.5%
-12.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | +2.8% | +7.7% | -4.9% | +2.7% |
| 30D | +9.1% | +24.4% | -15.3% | +8.8% |
| 3M | +12.5% | +20.0% | -7.5% | +12.3% |
| 6M | +14.2% | +2.4% | +11.9% | +14.1% |
| YTD | +30.7% | +38.5% | -7.8% | +25.4% |
| 1Y | +27.5% | +39.0% | -11.4% | +21.8% |
| All | +27.5% | +39.5% | -12.0% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling