-18.0%
MOS vs BOXX
+4.0%
-22.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.2% |
| 7D | +9.5% | +0.1% | +9.5% | +9.1% |
| 30D | +10.4% | +0.4% | +10.1% | +7.4% |
| 3M | +12.9% | +1.0% | +11.9% | +2.8% |
| 6M | +1.2% | +2.0% | -0.7% | -18.7% |
| YTD | +9.3% | +2.6% | +6.7% | -19.1% |
| 1Y | -18.0% | +4.1% | -22.0% | -24.9% |
| All | -18.0% | +4.0% | -22.0% | -24.9% |
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