+100.2%
MAS vs BOXX
+19.3%
+80.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | +25.5% | +0.3% | +25.1% | +25.2% |
| 3M | +11.8% | +1.0% | +10.7% | +10.7% |
| 6M | +21.3% | +2.0% | +19.3% | +19.1% |
| YTD | +37.7% | +3.4% | +34.4% | +31.7% |
| 1Y | +41.0% | +4.1% | +36.9% | +32.7% |
| 3Y | +63.0% | +14.4% | +48.6% | +31.2% |
| All | +100.2% | +19.3% | +80.9% | +54.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling