-86.8%
MSTU vs CBOE
+39.5%
-126.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.7% | -6.9% | -9.0% |
| 7D | +16.1% | -4.6% | +20.8% | +14.7% |
| 30D | +68.7% | +2.6% | +66.0% | +69.6% |
| 3M | -11.0% | +4.9% | -15.9% | -8.3% |
| 6M | -33.4% | -2.2% | -31.2% | -31.5% |
| YTD | -59.5% | +17.7% | -77.2% | -53.0% |
| 1Y | -93.4% | +26.1% | -119.4% | -91.7% |
| All | -86.8% | +39.5% | -126.3% | -81.6% |
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