+117.8%
MSFT vs BOXX
+18.5%
+99.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -1.0% |
| 30D | +0.8% | +0.3% | +0.5% | -0.1% |
| 3M | +27.2% | +1.0% | +26.2% | +23.2% |
| 6M | +22.9% | +1.9% | +21.0% | +16.2% |
| YTD | +3.1% | +2.7% | +0.4% | -4.0% |
| 1Y | -0.3% | +4.0% | -4.3% | -9.2% |
| 3Y | +50.1% | +14.7% | +35.4% | +29.5% |
| All | +117.8% | +18.5% | +99.3% | +85.7% |
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 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