+97.3%
MAS vs BOXX
+19.3%
+78.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +22.4% | +0.4% | +22.0% | +22.2% |
| 3M | +14.5% | +1.0% | +13.5% | +13.5% |
| 6M | +27.1% | +2.0% | +25.1% | +24.8% |
| YTD | +35.8% | +3.4% | +32.3% | +29.8% |
| 1Y | +39.4% | +4.1% | +35.3% | +31.4% |
| 3Y | +60.3% | +14.4% | +45.9% | +29.0% |
| All | +97.3% | +19.3% | +78.0% | +51.9% |
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