+97.8%
MAS vs BOXX
+19.3%
+78.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +23.6% | +0.4% | +23.2% | +23.3% |
| 3M | +12.4% | +1.0% | +11.4% | +11.4% |
| 6M | +21.9% | +2.0% | +19.9% | +19.6% |
| YTD | +36.1% | +3.4% | +32.7% | +30.1% |
| 1Y | +39.5% | +4.1% | +35.4% | +31.4% |
| 3Y | +59.1% | +14.3% | +44.8% | +28.1% |
| All | +97.8% | +19.3% | +78.5% | +52.3% |
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 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