+1,986.9%
MSI vs CBOE
+1,025.9%
+960.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | -5.8% | -4.6% | -1.1% | -4.6% |
| 30D | -1.0% | +2.6% | -3.6% | -1.8% |
| 3M | +14.2% | +4.9% | +9.2% | +12.0% |
| 6M | +1.0% | -2.2% | +3.2% | 0.0% |
| YTD | +21.5% | +17.7% | +3.7% | +14.0% |
| 1Y | -2.1% | +26.1% | -28.2% | -10.1% |
| 3Y | +69.3% | +97.1% | -27.8% | +34.1% |
| 5Y | +99.3% | +149.2% | -49.9% | +46.2% |
| 10Y | +595.0% | +385.1% | +210.0% | +320.7% |
| All | +1,986.9% | +1,025.9% | +960.9% | +853.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling