+64.6%
MAS vs BOXX
+18.4%
+46.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -8.1% | +0.3% | -8.4% | -8.4% |
| 3M | +3.3% | +1.0% | +2.3% | +2.2% |
| 6M | +12.4% | +1.9% | +10.5% | +10.0% |
| YTD | +13.3% | +2.6% | +10.6% | +9.0% |
| 1Y | -4.7% | +4.0% | -8.7% | -10.9% |
| 3Y | +33.0% | +14.6% | +18.3% | +9.5% |
| All | +64.6% | +18.4% | +46.2% | +27.5% |
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