-35.0%
MOS vs BOXX
+18.5%
-53.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +12.4% | +0.3% | +12.1% | +12.2% |
| 3M | +20.5% | +1.0% | +19.4% | +19.5% |
| 6M | -12.0% | +1.9% | -13.9% | -13.2% |
| YTD | +7.4% | +2.7% | +4.7% | +6.1% |
| 1Y | -22.5% | +4.0% | -26.5% | -21.8% |
| 3Y | -25.5% | +14.7% | -40.1% | -15.7% |
| All | -35.0% | +18.5% | -53.5% | +6.1% |
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