+185.5%
MS vs BOXX
+18.5%
+167.1%
-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 | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | -1.5% | +0.3% | -1.8% | -1.4% |
| 3M | +1.4% | +1.0% | +0.3% | +1.7% |
| 6M | +34.7% | +1.9% | +32.8% | +35.3% |
| YTD | +22.7% | +2.7% | +20.1% | +23.4% |
| 1Y | +40.1% | +4.0% | +36.1% | +41.6% |
| 3Y | +181.4% | +14.7% | +166.8% | +260.1% |
| All | +185.5% | +18.5% | +167.1% | +417.7% |
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