+190.0%
MS vs BOXX
+18.4%
+171.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +1.4% | +0.1% | +1.3% | +1.4% |
| 30D | -0.3% | +0.4% | -0.6% | -0.2% |
| 3M | +0.3% | +1.0% | -0.7% | +0.7% |
| 6M | +31.3% | +2.0% | +29.4% | +31.9% |
| YTD | +24.7% | +2.6% | +22.0% | +25.3% |
| 1Y | +47.9% | +4.1% | +43.9% | +49.5% |
| 3Y | +178.3% | +14.7% | +163.6% | +261.3% |
| All | +190.0% | +18.4% | +171.6% | +425.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling