-19.6%
MSFU vs BOXX
+4.0%
-23.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.8% |
| 7D | -5.7% | +0.1% | -5.8% | -6.5% |
| 30D | +4.2% | +0.4% | +3.8% | -1.2% |
| 3M | +27.9% | +1.0% | +26.9% | +9.2% |
| 6M | +37.1% | +2.0% | +35.2% | +2.4% |
| YTD | -7.4% | +2.6% | -10.0% | -36.9% |
| 1Y | -19.6% | +4.1% | -23.7% | -44.0% |
| All | -19.6% | +4.0% | -23.6% | -44.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling