-93.8%
MSTU vs CBOE
+20.5%
-114.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.2% | +5.8% | +3.8% |
| 7D | -16.6% | -5.8% | -10.8% | -16.0% |
| 30D | +69.7% | -3.1% | +72.9% | +70.3% |
| 3M | -7.5% | -4.8% | -2.7% | -4.3% |
| 6M | -43.1% | -0.6% | -42.6% | -39.8% |
| YTD | -63.0% | +12.8% | -75.8% | -64.5% |
| 1Y | -93.8% | +19.8% | -113.6% | -92.9% |
| All | -93.8% | +20.5% | -114.3% | -92.9% |
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