+32.2%
MGY vs BOXX
+18.5%
+13.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +3.5% | +0.1% | +3.5% | +3.5% |
| 30D | +5.3% | +0.3% | +5.0% | +4.8% |
| 3M | +2.6% | +1.0% | +1.6% | +1.5% |
| 6M | -3.3% | +1.9% | -5.2% | -3.9% |
| YTD | +29.2% | +2.7% | +26.5% | +30.0% |
| 1Y | +18.0% | +4.0% | +14.0% | +23.2% |
| 3Y | +30.0% | +14.7% | +15.4% | +64.0% |
| All | +32.2% | +18.5% | +13.7% | +116.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling