-87.2%
MSTU vs CBOE
+39.5%
-126.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.3% | +10.1% | +10.3% |
| 7D | -4.8% | +7.7% | -12.6% | -6.0% |
| 30D | -29.6% | +24.4% | -54.0% | -33.2% |
| 3M | +69.4% | +20.0% | +49.4% | +62.1% |
| 6M | -62.2% | +2.4% | -64.6% | -60.4% |
| YTD | -61.1% | +38.5% | -99.6% | -73.3% |
| 1Y | -87.2% | +39.0% | -126.1% | -91.2% |
| All | -87.2% | +39.5% | -126.7% | -91.2% |
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