+186.8%
MS vs BOXX
+18.4%
+168.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | 0.0% | +0.3% | -0.3% | +0.1% |
| 3M | +3.0% | +1.0% | +2.0% | +3.3% |
| 6M | +35.7% | +1.9% | +33.7% | +36.2% |
| YTD | +23.3% | +2.6% | +20.7% | +23.9% |
| 1Y | +44.7% | +4.0% | +40.7% | +46.3% |
| 3Y | +178.0% | +14.6% | +163.4% | +256.3% |
| All | +186.8% | +18.4% | +168.4% | +420.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling