-92.7%
MSTU vs CBOE
+29.2%
-121.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +21.3% | -3.6% | +25.0% | +21.6% |
| 30D | +90.8% | +5.1% | +85.7% | +89.9% |
| 3M | -6.8% | +4.6% | -11.4% | -5.3% |
| 6M | -39.8% | -0.3% | -39.6% | -37.2% |
| YTD | -55.7% | +19.8% | -75.4% | -57.3% |
| 1Y | -92.7% | +28.4% | -121.0% | -91.3% |
| All | -92.7% | +29.2% | -121.8% | -91.3% |
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