+40.4%
MAS vs BOXX
+4.1%
+36.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.7% |
| 7D | +14.2% | +0.1% | +14.1% | +14.5% |
| 30D | +26.8% | +0.4% | +26.5% | +28.2% |
| 3M | +13.1% | +1.0% | +12.1% | +15.8% |
| 6M | +27.9% | +2.0% | +26.0% | +35.1% |
| YTD | +38.7% | +3.3% | +35.4% | +34.9% |
| 1Y | +40.4% | +4.1% | +36.3% | +21.0% |
| All | +40.4% | +4.1% | +36.3% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling