+155.5%
MS vs BOXX
+19.3%
+136.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +5.1% | 0.0% | +5.1% | +5.1% |
| 30D | +5.7% | +0.4% | +5.3% | +5.4% |
| 3M | -12.2% | +1.0% | -13.2% | -12.4% |
| 6M | -0.5% | +2.0% | -2.5% | -0.4% |
| YTD | +9.8% | +3.4% | +6.4% | +10.0% |
| 1Y | +17.7% | +4.1% | +13.6% | +18.2% |
| 3Y | +176.8% | +14.4% | +162.4% | +231.3% |
| All | +155.5% | +19.3% | +136.2% | +361.6% |
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