+60.3%
MAS vs BOXX
+14.4%
+45.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +22.3% |
| 3M | +14.5% | +1.0% | +13.5% | +13.8% |
| 6M | +27.1% | +2.0% | +25.1% | +25.4% |
| YTD | +35.8% | +3.4% | +32.3% | +30.2% |
| 1Y | +39.4% | +4.1% | +35.3% | +31.4% |
| 3Y | +60.3% | +14.4% | +45.9% | +36.6% |
| All | +60.3% | +14.4% | +45.9% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling