+70.7%
MA vs BOXX
+18.4%
+52.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +1.4% | +0.3% | +1.1% | +1.1% |
| 3M | +17.7% | +1.0% | +16.7% | +16.4% |
| 6M | +9.7% | +1.9% | +7.7% | +7.8% |
| YTD | +0.5% | +2.6% | -2.1% | -1.8% |
| 1Y | -2.1% | +4.0% | -6.1% | -5.4% |
| 3Y | +40.1% | +14.6% | +25.5% | +40.1% |
| All | +70.7% | +18.4% | +52.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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