+104.6%
MSI vs CBOE
+136.7%
-32.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.0% |
| 7D | -0.4% | -5.8% | +5.4% | +0.8% |
| 30D | -0.8% | -3.1% | +2.4% | -0.2% |
| 3M | +13.9% | -4.8% | +18.7% | +14.8% |
| 6M | +1.3% | -0.6% | +1.9% | -0.5% |
| YTD | +22.3% | +12.8% | +9.5% | +15.3% |
| 1Y | -3.9% | +19.8% | -23.6% | -11.3% |
| 3Y | +69.9% | +86.9% | -17.1% | +25.5% |
| All | +104.6% | +136.7% | -32.1% | +28.4% |
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