+816.9%
MOD vs BOXX
+18.4%
+798.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -3.9% | 0.0% | -4.0% | -4.0% |
| 30D | -9.6% | +0.3% | -9.9% | -10.0% |
| 3M | -30.6% | +1.0% | -31.5% | -31.3% |
| 6M | -10.9% | +1.9% | -12.9% | -13.9% |
| YTD | +34.3% | +2.6% | +31.6% | +25.6% |
| 1Y | +18.3% | +4.0% | +14.3% | +4.3% |
| 3Y | +281.9% | +14.6% | +267.3% | +242.6% |
| All | +816.9% | +18.4% | +798.5% | +984.2% |
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