+12.6%
MGY vs BOXX
+4.1%
+8.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -10.3% | +0.1% | -10.4% | -11.4% |
| 30D | -1.8% | +0.4% | -2.1% | -7.0% |
| 3M | -0.1% | +1.0% | -1.1% | -16.7% |
| 6M | -22.8% | +2.0% | -24.8% | -46.7% |
| YTD | +9.5% | +3.3% | +6.2% | -40.2% |
| 1Y | +12.6% | +4.0% | +8.6% | -43.9% |
| All | +12.6% | +4.1% | +8.5% | -43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling